+677.3%
SMTC vs LSCC
+101.3%
+576.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -0.9% |
| 7D | -10.9% | +5.0% | -16.0% | -13.0% |
| 30D | -39.4% | -11.7% | -27.7% | -33.0% |
| 3M | -13.5% | -13.3% | -0.2% | -2.3% |
| 6M | -6.8% | -12.5% | +5.7% | +7.1% |
| YTD | +54.0% | +51.2% | +2.8% | +25.5% |
| 1Y | +50.8% | +65.9% | -15.1% | +16.3% |
| 3Y | +677.3% | +95.3% | +582.0% | +364.3% |
| All | +677.3% | +101.3% | +576.0% | +364.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling