+339.9%
SMTC vs LSCC
+1,333.6%
-993.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.2% |
| 7D | -10.9% | +5.0% | -16.0% | -12.6% |
| 30D | -39.4% | -11.7% | -27.7% | -33.8% |
| 3M | -13.5% | -13.3% | -0.2% | -3.6% |
| 6M | -6.8% | -12.5% | +5.7% | +5.5% |
| YTD | +54.0% | +51.2% | +2.8% | +26.8% |
| 1Y | +50.8% | +65.9% | -15.1% | +18.0% |
| 3Y | +677.3% | +95.3% | +582.0% | +423.2% |
| 5Y | +28.7% | +38.6% | -9.9% | -2.3% |
| 10Y | +339.9% | +1,352.3% | -1,012.5% | +27.1% |
| All | +339.9% | +1,333.6% | -993.8% | +27.1% |
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