+10.9%
SBUX vs LSCC
+99.6%
-88.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.6% |
| 7D | +1.6% | +7.0% | -5.4% | +0.5% |
| 30D | +14.8% | -2.3% | +17.1% | +14.6% |
| 3M | -0.8% | -12.5% | +11.7% | +0.3% |
| 6M | +2.2% | -10.6% | +12.8% | +1.2% |
| YTD | +29.5% | +52.7% | -23.2% | +14.4% |
| 1Y | +27.0% | +74.0% | -46.9% | +9.2% |
| 3Y | +10.9% | +104.8% | -93.9% | -14.2% |
| All | +10.9% | +99.6% | -88.7% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling