+90.3%
STM vs LSCC
+66.7%
+23.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.0% |
| 7D | -7.9% | +5.0% | -12.9% | -10.8% |
| 30D | -14.1% | -11.7% | -2.4% | -7.0% |
| 3M | -17.6% | -13.3% | -4.3% | -10.0% |
| 6M | -24.2% | -12.5% | -11.7% | -16.6% |
| YTD | +73.3% | +51.2% | +22.1% | +36.1% |
| All | +90.3% | +66.7% | +23.7% | +39.2% |
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 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