+40.4%
LSCC vs SAN
+294.6%
-254.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.1% | +2.3% | +4.8% |
| 7D | +19.3% | +8.7% | +10.6% | +13.4% |
| 30D | -9.6% | -6.5% | -3.2% | -6.2% |
| 3M | -12.4% | -14.2% | +1.8% | -4.4% |
| 6M | -10.5% | +2.7% | -13.2% | -12.0% |
| YTD | +54.8% | +8.9% | +45.9% | +45.8% |
| 1Y | +79.4% | +23.4% | +56.0% | +57.1% |
| 3Y | +109.6% | +257.9% | -148.4% | +0.1% |
| 5Y | +40.4% | +297.8% | -257.4% | -37.3% |
| All | +40.4% | +294.6% | -254.2% | -37.3% |
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