+1,751.4%
LSCC vs SAN
+345.3%
+1,406.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +1.3% | +1.8% | -0.5% | +0.5% |
| 30D | -9.7% | +2.0% | -11.7% | -10.5% |
| 3M | -23.7% | +19.7% | -43.4% | -29.8% |
| 6M | +26.5% | +30.6% | -4.1% | +12.2% |
| YTD | +57.5% | +28.8% | +28.7% | +39.7% |
| 1Y | +75.7% | +57.8% | +17.9% | +42.2% |
| 3Y | +19.5% | +338.1% | -318.7% | -38.5% |
| 5Y | +83.8% | +384.2% | -300.5% | -11.8% |
| All | +1,751.4% | +345.3% | +1,406.1% | +743.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling