+39.2%
SMTC vs LSCC
+47.5%
-8.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.4% | 0.0% | +3.4% |
| 7D | +12.9% | +14.5% | -1.6% | +4.5% |
| 30D | -25.6% | -0.1% | -25.5% | -24.6% |
| 3M | -4.5% | -2.7% | -1.9% | -0.4% |
| 6M | -8.3% | -4.8% | -3.5% | -1.0% |
| YTD | +69.9% | +66.9% | +3.1% | +28.3% |
| 1Y | +73.9% | +85.8% | -11.9% | +23.1% |
| 3Y | +757.7% | +115.6% | +642.1% | +411.8% |
| All | +39.2% | +47.5% | -8.3% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling