+80.7%
SAP vs LSCC
+33.9%
+46.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +1.1% |
| 7D | +0.6% | +7.0% | -6.4% | -0.5% |
| 30D | +6.5% | -2.3% | +8.8% | +6.2% |
| 3M | +12.2% | -12.5% | +24.8% | +13.2% |
| 6M | +46.1% | -10.6% | +56.6% | +43.4% |
| YTD | -1.6% | +52.7% | -54.3% | -15.6% |
| 1Y | -5.1% | +74.0% | -79.1% | -21.2% |
| 3Y | +68.4% | +104.8% | -36.4% | +24.6% |
| All | +80.7% | +33.9% | +46.8% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling