+123.1%
LSCC vs SARO
-20.0%
+143.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +1.3% | -0.8% | +2.1% | +1.7% |
| 30D | -9.7% | -20.0% | +10.3% | +1.3% |
| 3M | -23.7% | -2.9% | -20.8% | -22.9% |
| 6M | +26.5% | -17.7% | +44.1% | +37.9% |
| YTD | +57.5% | -13.5% | +71.0% | +65.8% |
| 1Y | +75.7% | -9.7% | +85.4% | +80.4% |
| All | +123.1% | -20.0% | +143.1% | +95.1% |
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