+73.5%
LSCC vs STLA
-74.0%
+147.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.5% | -4.1% | -6.6% |
| 7D | -4.8% | -5.5% | +0.7% | -2.6% |
| 30D | -27.1% | -3.7% | -23.4% | -26.4% |
| 3M | -23.6% | -21.1% | -2.5% | -16.4% |
| 6M | -19.8% | -38.3% | +18.5% | -1.6% |
| YTD | +33.2% | -59.2% | +92.5% | +93.9% |
| 1Y | +55.2% | -56.7% | +111.9% | +116.2% |
| All | +73.5% | -74.0% | +147.5% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling