+1,379.1%
LSCC vs SBAC
+97.3%
+1,281.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +8.0% | +8.3% |
| 7D | +19.3% | +3.0% | +16.4% | +18.2% |
| 30D | -9.6% | +4.3% | -14.0% | -11.2% |
| 3M | -12.4% | +4.1% | -16.6% | -14.1% |
| 6M | -10.5% | -11.6% | +1.2% | -8.1% |
| YTD | +54.8% | +0.4% | +54.4% | +50.1% |
| 1Y | +79.4% | -1.1% | +80.5% | +74.9% |
| 3Y | +109.6% | -7.3% | +116.8% | +99.9% |
| 5Y | +40.4% | -40.8% | +81.1% | +64.4% |
| 10Y | +1,379.1% | +103.0% | +1,276.1% | +1,199.5% |
| All | +1,379.1% | +97.3% | +1,281.8% | +1,199.5% |
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