+9,126.4%
LSCC vs SAN
+1,705.1%
+7,421.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.4% |
| 7D | -4.8% | +3.5% | -8.3% | -6.3% |
| 30D | -27.1% | -13.2% | -13.9% | -22.2% |
| 3M | -23.6% | -16.9% | -6.7% | -16.9% |
| 6M | -19.8% | +2.3% | -22.2% | -20.6% |
| YTD | +33.2% | +4.9% | +28.3% | +29.9% |
| 1Y | +55.2% | +20.4% | +34.8% | +42.0% |
| 3Y | +70.1% | +243.2% | -173.1% | -4.4% |
| 5Y | +19.5% | +275.3% | -255.8% | -36.9% |
| 10Y | +1,164.9% | +254.0% | +910.9% | +513.6% |
| All | +9,126.4% | +1,705.1% | +7,421.3% | +2,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling