+566.0%
LSCC vs SBAC
+2,252.5%
-1,686.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -8.3% |
| 7D | -4.8% | +4.4% | -9.3% | -5.8% |
| 30D | -27.1% | +13.8% | -40.9% | -29.3% |
| 3M | -23.6% | +9.0% | -32.6% | -25.3% |
| 6M | -19.8% | -10.0% | -9.8% | -18.9% |
| YTD | +33.2% | +1.8% | +31.4% | +30.2% |
| 1Y | +55.2% | +1.1% | +54.1% | +51.9% |
| 3Y | +70.1% | -9.5% | +79.6% | +67.4% |
| 5Y | +19.5% | -39.0% | +58.5% | +28.1% |
| 10Y | +1,164.9% | +101.1% | +1,063.8% | +943.1% |
| All | +566.0% | +2,252.5% | -1,686.5% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling