+35.1%
LSCC vs SBAC
-39.6%
+74.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.8% |
| 7D | +7.0% | +0.6% | +6.4% | +6.8% |
| 30D | -2.3% | +5.5% | -7.8% | -3.7% |
| 3M | -12.5% | +3.1% | -15.6% | -13.4% |
| 6M | -10.6% | -7.0% | -3.6% | -9.8% |
| YTD | +52.7% | +0.5% | +52.2% | +50.0% |
| 1Y | +74.0% | +0.2% | +73.7% | +71.0% |
| 3Y | +104.8% | -7.4% | +112.1% | +96.7% |
| All | +35.1% | -39.6% | +74.8% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling