+119.7%
LSCC vs SARO
-23.7%
+143.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | +0.1% |
| 7D | +0.4% | -4.0% | +4.5% | +2.6% |
| 30D | -9.5% | -16.1% | +6.6% | -0.9% |
| 3M | -13.8% | -4.5% | -9.3% | -11.9% |
| 6M | +24.5% | -17.0% | +41.5% | +35.2% |
| YTD | +55.1% | -17.5% | +72.7% | +67.3% |
| 1Y | +72.5% | -12.3% | +84.8% | +80.0% |
| All | +119.7% | -23.7% | +143.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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