+1,236.1%
LSCC vs SBAC
+93.8%
+1,142.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +7.7% |
| 7D | +13.0% | +1.2% | +11.7% | +12.5% |
| 30D | -19.8% | +11.2% | -31.0% | -22.9% |
| 3M | -18.4% | +4.5% | -22.9% | -20.1% |
| 6M | -16.1% | -12.2% | -4.0% | -13.7% |
| YTD | +42.7% | -0.1% | +42.9% | +38.6% |
| 1Y | +68.0% | -0.3% | +68.3% | +63.2% |
| 3Y | +85.8% | -8.7% | +94.6% | +78.5% |
| 5Y | +28.0% | -40.2% | +68.2% | +49.1% |
| All | +1,236.1% | +93.8% | +1,142.4% | +1,083.1% |
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