+2,233.8%
SAP vs LSCC
+1,170.1%
+1,063.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +9.0% | -9.7% | +18.7% | +11.4% |
| 3M | +14.9% | -23.7% | +38.7% | +19.7% |
| 6M | +11.9% | +26.5% | -14.6% | +1.0% |
| YTD | -9.9% | +57.5% | -67.4% | -24.0% |
| 1Y | -19.5% | +75.7% | -95.2% | -34.5% |
| 3Y | +61.8% | +19.5% | +42.3% | +35.1% |
| 5Y | +56.2% | +83.8% | -27.6% | +11.1% |
| 10Y | +180.6% | +1,772.4% | -1,591.8% | -2.7% |
| All | +2,233.8% | +1,170.1% | +1,063.6% | +527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling