+1,351.6%
LSCC vs SAN
+270.1%
+1,081.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.1% | -5.8% |
| 7D | +7.0% | +4.0% | +3.0% | +5.1% |
| 30D | -2.3% | -7.8% | +5.5% | +1.3% |
| 3M | -12.5% | -16.4% | +3.8% | -5.1% |
| 6M | -10.6% | +3.5% | -14.1% | -12.0% |
| YTD | +52.7% | +6.7% | +46.0% | +47.6% |
| 1Y | +74.0% | +14.5% | +59.5% | +62.7% |
| 3Y | +104.8% | +243.5% | -138.7% | +17.2% |
| 5Y | +36.2% | +296.2% | -259.9% | -28.7% |
| All | +1,351.6% | +270.1% | +1,081.4% | +643.9% |
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