+25.5%
LSCC vs STLA
-70.1%
+95.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.4% | +7.2% |
| 7D | +13.0% | -4.5% | +17.5% | +15.4% |
| 30D | -19.8% | -3.9% | -15.9% | -18.9% |
| 3M | -18.4% | -20.2% | +1.8% | -10.2% |
| 6M | -16.1% | -42.2% | +26.1% | +9.9% |
| YTD | +42.7% | -59.3% | +102.0% | +118.6% |
| 1Y | +68.0% | -56.1% | +124.1% | +142.9% |
| 3Y | +85.8% | -73.7% | +159.5% | +255.1% |
| All | +25.5% | -70.1% | +95.6% | +97.2% |
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