+21.2%
LSCC vs SBAC
-8.8%
+30.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.0% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | -9.7% | +6.9% | -16.6% | -9.6% |
| 3M | -23.7% | -8.2% | -15.5% | -23.4% |
| 6M | +26.5% | -1.6% | +28.1% | +27.3% |
| YTD | +57.5% | -0.1% | +57.6% | +58.3% |
| 1Y | +75.7% | -0.5% | +76.1% | +76.7% |
| All | +21.2% | -8.8% | +30.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling