+96.5%
STM vs LSCC
+57.8%
+38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.3% | -6.9% |
| 7D | -6.0% | +3.0% | -9.0% | -8.3% |
| 30D | -20.9% | -19.3% | -1.7% | -9.2% |
| 3M | -15.8% | -22.3% | +6.5% | -1.3% |
| 6M | -17.0% | -14.6% | -2.5% | -7.4% |
| YTD | +76.8% | +45.8% | +31.0% | +44.2% |
| 1Y | +96.5% | +69.6% | +26.9% | +46.6% |
| All | +96.5% | +57.8% | +38.7% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling