+85.8%
LSCC vs STLA
-74.0%
+159.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.4% | +7.2% |
| 7D | +13.0% | -4.5% | +17.5% | +15.0% |
| 30D | -19.8% | -3.9% | -15.9% | -19.0% |
| 3M | -18.4% | -20.2% | +1.8% | -11.2% |
| 6M | -16.1% | -42.2% | +26.1% | +6.2% |
| YTD | +42.7% | -59.3% | +102.0% | +107.9% |
| 1Y | +68.0% | -56.1% | +124.1% | +131.8% |
| 3Y | +85.8% | -73.7% | +159.5% | +216.7% |
| All | +85.8% | -74.0% | +159.9% | +216.7% |
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 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