+1,435.5%
LSCC vs STLA
-3.1%
+1,438.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -0.5% |
| 7D | +21.2% | -13.1% | +34.3% | +28.8% |
| 30D | -1.9% | -13.3% | +11.4% | +3.4% |
| 3M | -8.1% | -27.9% | +19.8% | +4.2% |
| 6M | -5.2% | -47.8% | +42.6% | +24.3% |
| YTD | +61.5% | -64.6% | +126.1% | +145.0% |
| 1Y | +81.3% | -64.0% | +145.3% | +171.7% |
| 3Y | +108.7% | -76.8% | +185.5% | +274.8% |
| 5Y | +44.1% | -74.2% | +118.3% | +139.1% |
| All | +1,435.5% | -3.1% | +1,438.6% | +1,667.4% |
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