+392.6%
STM vs LSCC
+1,244.7%
-852.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.1% | -2.7% | +0.6% |
| 7D | -10.7% | +13.0% | -23.7% | -16.5% |
| 30D | -25.7% | -19.8% | -5.9% | -16.6% |
| 3M | -21.6% | -18.4% | -3.2% | -12.9% |
| 6M | -27.8% | -16.1% | -11.7% | -20.6% |
| YTD | +61.8% | +42.7% | +19.0% | +33.3% |
| 1Y | +78.1% | +68.0% | +10.1% | +34.4% |
| 3Y | +4.9% | +85.8% | -80.9% | -31.4% |
| 5Y | -14.3% | +28.0% | -42.3% | -36.4% |
| All | +392.6% | +1,244.7% | -852.1% | +30.0% |
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