+178.2%
SAP vs LSCC
+1,772.4%
-1,594.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +9.0% | -9.7% | +18.7% | +10.8% |
| 3M | +14.9% | -23.7% | +38.7% | +18.7% |
| 6M | +11.9% | +26.5% | -14.6% | +2.7% |
| YTD | -9.9% | +57.5% | -67.4% | -21.9% |
| 1Y | -19.5% | +75.7% | -95.2% | -32.4% |
| 3Y | +61.8% | +19.5% | +42.3% | +39.9% |
| 5Y | +56.2% | +83.8% | -27.6% | +16.2% |
| All | +178.2% | +1,772.4% | -1,594.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling