+45.6%
SRE vs LSCC
+26.3%
+19.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.5% |
| 7D | -9.2% | +13.0% | -22.1% | -9.9% |
| 30D | -1.9% | -19.8% | +17.9% | -0.7% |
| 3M | -6.5% | -18.4% | +11.9% | -5.6% |
| 6M | -15.2% | -16.1% | +0.9% | -15.1% |
| YTD | -9.5% | +42.7% | -52.2% | -13.3% |
| 1Y | -13.2% | +68.0% | -81.2% | -17.9% |
| 3Y | +19.5% | +85.8% | -66.4% | +9.0% |
| All | +45.6% | +26.3% | +19.3% | +33.8% |
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