+87.3%
LSCC vs SAN
+16.3%
+71.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +11.0% | +10.8% |
| 7D | +14.5% | +3.4% | +11.1% | +11.9% |
| 30D | -0.1% | -6.3% | +6.2% | +4.2% |
| 3M | -2.7% | -14.1% | +11.5% | +7.5% |
| 6M | -4.8% | +4.2% | -9.0% | -7.9% |
| YTD | +66.9% | +9.0% | +57.8% | +52.3% |
| All | +87.3% | +16.3% | +71.0% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling