+116.3%
LSCC vs SARO
-10.5%
+126.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.8% |
| 7D | +7.0% | +0.4% | +6.6% | +7.0% |
| 30D | -2.3% | +40.3% | -42.6% | -17.9% |
| 3M | -12.5% | +2.2% | -14.8% | -13.1% |
| 6M | -10.6% | +3.7% | -14.3% | -12.8% |
| YTD | +52.7% | -3.3% | +56.0% | +52.4% |
| 1Y | +74.0% | +8.4% | +65.6% | +62.7% |
| All | +116.3% | -10.5% | +126.8% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling