+439.5%
SN vs LSCC
+15.3%
+424.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.5% | +0.9% |
| 7D | +7.2% | +13.0% | -5.8% | +3.5% |
| 30D | +20.4% | -19.8% | +40.2% | +26.4% |
| 3M | +23.9% | -18.4% | +42.3% | +28.6% |
| 6M | +93.0% | -16.1% | +109.2% | +93.8% |
| YTD | +99.2% | +42.7% | +56.5% | +68.3% |
| 1Y | +142.6% | +68.0% | +74.6% | +95.1% |
| 3Y | +398.8% | +85.8% | +313.0% | +273.1% |
| All | +439.5% | +15.3% | +424.2% | +242.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling