+49.4%
SRE vs LSCC
+33.9%
+15.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.0% |
| 7D | +1.8% | +7.0% | -5.2% | +1.2% |
| 30D | -3.0% | -2.3% | -0.7% | -3.1% |
| 3M | -7.3% | -12.5% | +5.3% | -6.8% |
| 6M | -11.9% | -10.6% | -1.3% | -12.1% |
| YTD | -7.9% | +52.7% | -60.6% | -12.2% |
| 1Y | -11.1% | +74.0% | -85.1% | -16.2% |
| 3Y | +24.8% | +104.8% | -80.0% | +13.0% |
| All | +49.4% | +33.9% | +15.4% | +37.4% |
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