+62.4%
SAP vs LSCC
+20.0%
+42.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | +9.0% | -9.7% | +18.7% | +9.8% |
| 3M | +14.9% | -23.7% | +38.7% | +17.0% |
| 6M | +11.9% | +26.5% | -14.6% | +5.4% |
| YTD | -9.9% | +57.5% | -67.4% | -18.8% |
| 1Y | -19.5% | +75.7% | -95.2% | -29.1% |
| All | +62.4% | +20.0% | +42.4% | +43.6% |
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