+1,379.1%
LSCC vs SAN
+267.2%
+1,111.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.1% | +2.3% | +5.5% |
| 7D | +19.3% | +8.7% | +10.6% | +14.6% |
| 30D | -9.6% | -6.5% | -3.2% | -6.9% |
| 3M | -12.4% | -14.2% | +1.8% | -6.1% |
| 6M | -10.5% | +2.7% | -13.2% | -11.5% |
| YTD | +54.8% | +8.9% | +45.9% | +48.3% |
| 1Y | +79.4% | +23.4% | +56.0% | +62.3% |
| 3Y | +109.6% | +257.9% | -148.4% | +18.0% |
| 5Y | +40.4% | +297.8% | -257.4% | -26.6% |
| 10Y | +1,379.1% | +259.6% | +1,119.5% | +660.6% |
| All | +1,379.1% | +267.2% | +1,111.8% | +660.6% |
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