+140.0%
SBUX vs LSCC
+1,244.7%
-1,104.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -2.2% |
| 7D | +1.7% | +13.0% | -11.3% | -1.1% |
| 30D | +12.6% | -19.8% | +32.5% | +17.1% |
| 3M | +0.8% | -18.4% | +19.2% | +3.9% |
| 6M | +0.2% | -16.1% | +16.3% | +0.5% |
| YTD | +27.4% | +42.7% | -15.3% | +11.5% |
| 1Y | +31.5% | +68.0% | -36.5% | +10.4% |
| 3Y | +9.3% | +85.8% | -76.6% | -16.3% |
| 5Y | +1.5% | +28.0% | -26.5% | -20.3% |
| All | +140.0% | +1,244.7% | -1,104.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling