+15.1%
LSCC vs SUNB
-5.1%
+20.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | -0.3% |
| 7D | +1.3% | -6.3% | +7.6% | +5.0% |
| 30D | -9.7% | -14.2% | +4.5% | -1.6% |
| 3M | -23.7% | -14.7% | -9.0% | -16.4% |
| 6M | +26.5% | -7.9% | +34.4% | +29.2% |
| All | +15.1% | -5.1% | +20.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling