+351.4%
SMTC vs LSCC
+1,398.6%
-1,047.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.4% | +4.4% | +7.8% |
| 7D | -4.8% | +19.3% | -24.2% | -13.6% |
| 30D | -37.8% | -9.6% | -28.2% | -33.0% |
| 3M | -16.5% | -12.4% | -4.1% | -7.4% |
| 6M | -4.4% | -10.5% | +6.1% | +6.7% |
| YTD | +58.0% | +54.8% | +3.2% | +28.2% |
| 1Y | +62.0% | +79.4% | -17.4% | +21.3% |
| 3Y | +745.7% | +109.6% | +636.1% | +447.7% |
| 5Y | +29.0% | +40.4% | -11.3% | -3.0% |
| 10Y | +351.4% | +1,379.1% | -1,027.7% | +29.4% |
| All | +351.4% | +1,398.6% | -1,047.2% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling