+1,351.6%
LSCC vs SBAC
+114.8%
+1,236.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.9% |
| 7D | +7.0% | +0.6% | +6.4% | +6.7% |
| 30D | -2.3% | +5.5% | -7.8% | -4.4% |
| 3M | -12.5% | +3.1% | -15.6% | -14.0% |
| 6M | -10.6% | -7.0% | -3.6% | -9.9% |
| YTD | +52.7% | +0.5% | +52.2% | +47.9% |
| 1Y | +74.0% | +0.2% | +73.7% | +68.7% |
| 3Y | +104.8% | -7.4% | +112.1% | +95.3% |
| 5Y | +36.2% | -39.7% | +76.0% | +58.4% |
| All | +1,351.6% | +114.8% | +1,236.8% | +1,139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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