-12.7%
SRE vs LSCC
+73.4%
-86.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.7% | +0.5% |
| 7D | -8.4% | +19.3% | -27.7% | -8.8% |
| 30D | -3.2% | -9.6% | +6.5% | -2.8% |
| 3M | -5.3% | -12.4% | +7.1% | -4.8% |
| 6M | -12.6% | -10.5% | -2.1% | -13.0% |
| YTD | -8.8% | +54.8% | -63.5% | -15.8% |
| All | -12.7% | +73.4% | -86.1% | -21.3% |
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 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