-53.7%
SMR vs LSCC
+80.5%
-134.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.1% | -0.9% |
| 7D | -8.3% | +7.0% | -15.2% | -11.1% |
| 30D | -20.1% | -2.3% | -17.8% | -19.8% |
| 3M | -52.7% | -12.5% | -40.2% | -50.6% |
| 6M | -61.0% | -10.6% | -50.5% | -59.4% |
| YTD | -67.1% | +52.7% | -119.8% | -72.7% |
| 1Y | -79.9% | +74.0% | -153.8% | -84.0% |
| 3Y | +101.7% | +104.8% | -3.1% | +49.5% |
| All | -53.7% | +80.5% | -134.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling