+678.9%
STM vs LSCC
+1,772.4%
-1,093.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.8% |
| 7D | +5.8% | +1.3% | +4.5% | +5.1% |
| 30D | -1.0% | -9.7% | +8.7% | +4.5% |
| 3M | -33.3% | -23.7% | -9.5% | -23.0% |
| 6M | +57.4% | +26.5% | +30.9% | +40.0% |
| YTD | +102.2% | +57.5% | +44.7% | +59.8% |
| 1Y | +99.6% | +75.7% | +23.9% | +47.3% |
| 3Y | +14.5% | +19.5% | -4.9% | -6.0% |
| 5Y | +21.4% | +83.8% | -62.4% | -23.3% |
| All | +678.9% | +1,772.4% | -1,093.4% | +100.4% |
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