+1,486.2%
LSCC vs STLA
+3.2%
+1,483.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.5% | +13.9% | +11.9% |
| 7D | +14.5% | -11.6% | +26.1% | +20.9% |
| 30D | -0.1% | -6.2% | +6.1% | +1.7% |
| 3M | -2.7% | -24.6% | +21.9% | +8.2% |
| 6M | -4.8% | -44.9% | +40.1% | +21.9% |
| YTD | +66.9% | -62.3% | +129.1% | +146.1% |
| 1Y | +85.8% | -61.8% | +147.6% | +171.4% |
| 3Y | +115.6% | -75.3% | +190.9% | +276.5% |
| 5Y | +48.8% | -72.5% | +121.3% | +140.2% |
| All | +1,486.2% | +3.2% | +1,483.0% | +1,675.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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