+56.4%
SAP vs LSCC
+82.7%
-26.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 3M | +14.9% | -23.7% | +38.7% | +18.5% |
| 6M | +11.9% | +26.5% | -14.6% | +2.6% |
| YTD | -9.9% | +57.5% | -67.4% | -22.2% |
| 1Y | -19.5% | +75.7% | -95.2% | -32.7% |
| 3Y | +61.8% | +19.5% | +42.3% | +41.4% |
| All | +56.4% | +82.7% | -26.3% | +7.6% |
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