+47.7%
SMTC vs LSCC
+68.2%
-20.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.1% | +5.6% | +6.6% |
| 7D | -19.0% | +13.0% | -31.9% | -26.6% |
| 30D | -46.7% | -19.8% | -26.9% | -35.2% |
| 3M | -23.4% | -18.4% | -5.0% | -7.1% |
| 6M | -13.4% | -16.1% | +2.7% | +6.8% |
| YTD | +40.1% | +42.7% | -2.7% | +23.1% |
| 1Y | +47.7% | +68.0% | -20.3% | +19.5% |
| All | +47.7% | +68.2% | -20.5% | +19.5% |
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 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