+73.5%
LSCC vs SBAC
-8.7%
+82.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -8.6% |
| 7D | -4.8% | +4.4% | -9.3% | -4.6% |
| 30D | -27.1% | +13.8% | -40.9% | -26.7% |
| 3M | -23.6% | +9.0% | -32.6% | -23.3% |
| 6M | -19.8% | -10.0% | -9.8% | -19.2% |
| YTD | +33.2% | +1.8% | +31.4% | +34.4% |
| 1Y | +55.2% | +1.1% | +54.1% | +56.6% |
| All | +73.5% | -8.7% | +82.1% | +67.9% |
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