+483.2%
SMTC vs LSCC
+20.0%
+463.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.0% | +7.2% | +7.9% |
| 7D | +12.7% | +1.3% | +11.4% | +11.8% |
| 30D | +22.0% | -9.7% | +31.6% | +31.8% |
| 3M | -12.7% | -23.7% | +11.0% | +6.4% |
| 6M | +64.8% | +26.5% | +38.3% | +48.8% |
| YTD | +100.7% | +57.5% | +43.2% | +56.6% |
| 1Y | +146.9% | +75.7% | +71.2% | +78.8% |
| All | +483.2% | +20.0% | +463.1% | +415.5% |
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 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