+82.7%
SAP vs LSCC
+69.3%
+13.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +2.0% |
| 7D | +4.0% | -4.8% | +8.9% | +4.3% |
| 30D | +15.7% | -27.1% | +42.8% | +18.0% |
| 3M | +23.4% | -23.6% | +47.0% | +25.2% |
| 6M | +41.3% | -19.8% | +61.1% | +40.1% |
| YTD | +2.0% | +33.2% | -31.2% | -7.9% |
| 1Y | -5.1% | +55.2% | -60.3% | -16.7% |
| All | +82.7% | +69.3% | +13.4% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling