+126.4%
SMR vs LSCC
+118.1%
+8.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.2% | -5.8% |
| 7D | +1.9% | +14.5% | -12.5% | -5.4% |
| 30D | -21.9% | -0.1% | -21.9% | -22.7% |
| 3M | -47.1% | -2.7% | -44.5% | -47.6% |
| 6M | -60.6% | -4.8% | -55.8% | -60.3% |
| YTD | -63.1% | +66.9% | -129.9% | -73.7% |
| 1Y | -80.4% | +85.8% | -166.3% | -86.8% |
| All | +126.4% | +118.1% | +8.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling