+82.0%
LSCC vs SBAC
-43.7%
+125.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | -9.7% | +6.9% | -16.6% | -11.1% |
| 3M | -23.7% | -8.2% | -15.5% | -22.5% |
| 6M | +26.5% | -1.6% | +28.1% | +25.8% |
| YTD | +57.5% | -0.1% | +57.6% | +55.4% |
| 1Y | +75.7% | -0.5% | +76.1% | +73.0% |
| 3Y | +19.5% | -9.1% | +28.5% | +15.8% |
| All | +82.0% | -43.7% | +125.7% | +134.1% |
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 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