+40.4%
LSCC vs STLA
-70.4%
+110.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.7% | +8.6% |
| 7D | +19.3% | -6.4% | +25.7% | +23.1% |
| 30D | -9.6% | -1.3% | -8.3% | -9.9% |
| 3M | -12.4% | -19.9% | +7.5% | -3.8% |
| 6M | -10.5% | -42.9% | +32.4% | +18.0% |
| YTD | +54.8% | -59.4% | +114.2% | +137.3% |
| 1Y | +79.4% | -56.8% | +136.2% | +162.3% |
| 3Y | +109.6% | -73.1% | +182.7% | +294.0% |
| 5Y | +40.4% | -70.1% | +110.4% | +120.4% |
| All | +40.4% | -70.4% | +110.7% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling