+72.2%
SMTC vs LSCC
+57.8%
+14.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.3% | -14.2% | -14.0% |
| 7D | -24.5% | +3.0% | -27.5% | -26.7% |
| 30D | -42.5% | -19.3% | -23.2% | -31.2% |
| 3M | -14.1% | -22.3% | +8.2% | +6.7% |
| 6M | +3.6% | -14.6% | +18.2% | +24.3% |
| YTD | +50.6% | +45.8% | +4.8% | +30.0% |
| 1Y | +72.2% | +69.6% | +2.6% | +39.6% |
| All | +72.2% | +57.8% | +14.4% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling