+48.7%
SRE vs LSCC
+82.7%
-34.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | -0.7% | -9.7% | +8.9% | -0.1% |
| 3M | -6.3% | -23.7% | +17.4% | -5.0% |
| 6M | -10.7% | +26.5% | -37.1% | -13.0% |
| YTD | -3.5% | +57.5% | -61.0% | -7.8% |
| 1Y | +5.3% | +75.7% | -70.4% | -0.5% |
| 3Y | +31.8% | +19.5% | +12.3% | +24.9% |
| All | +48.7% | +82.7% | -34.0% | +28.6% |
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