+2,666.1%
LSCC vs STLA
+263.8%
+2,402.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.6% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | -9.7% | -1.2% | -8.4% | -9.7% |
| 3M | -23.7% | -24.8% | +1.1% | -17.1% |
| 6M | +26.5% | -25.6% | +52.1% | +37.6% |
| YTD | +57.5% | -48.9% | +106.5% | +88.6% |
| 1Y | +75.7% | -38.8% | +114.5% | +96.9% |
| 3Y | +19.5% | -64.5% | +84.0% | +56.8% |
| 5Y | +83.8% | -62.4% | +146.2% | +135.9% |
| 10Y | +1,772.4% | +55.4% | +1,717.0% | +1,736.7% |
| All | +2,666.1% | +263.8% | +2,402.3% | +3,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling