+77.2%
SAP vs LSCC
+18.7%
+58.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +2.7% |
| 7D | +4.0% | -4.8% | +8.9% | +4.5% |
| 30D | +15.7% | -27.1% | +42.8% | +20.7% |
| 3M | +23.4% | -23.6% | +47.0% | +27.2% |
| 6M | +41.3% | -19.8% | +61.1% | +40.8% |
| YTD | +2.0% | +33.2% | -31.2% | -10.6% |
| 1Y | -5.1% | +55.2% | -60.3% | -19.9% |
| 3Y | +82.1% | +70.1% | +12.0% | +39.7% |
| 5Y | +77.2% | +19.5% | +57.6% | +35.2% |
| All | +77.2% | +18.7% | +58.5% | +35.2% |
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