+25.5%
LSCC vs SAN
+267.8%
-242.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.4% | +8.5% |
| 7D | +13.0% | +4.9% | +8.0% | +9.5% |
| 30D | -19.8% | -13.0% | -6.8% | -13.2% |
| 3M | -18.4% | -18.9% | +0.5% | -8.1% |
| 6M | -16.1% | -4.1% | -12.0% | -14.2% |
| YTD | +42.7% | +2.6% | +40.2% | +39.1% |
| 1Y | +68.0% | +16.9% | +51.1% | +51.7% |
| 3Y | +85.8% | +239.1% | -153.2% | -8.6% |
| All | +25.5% | +267.8% | -242.3% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling