+21.0%
STM vs LSCC
+82.7%
-61.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.7% |
| 7D | +5.8% | +1.3% | +4.5% | +5.0% |
| 30D | -1.0% | -9.7% | +8.7% | +4.9% |
| 3M | -33.3% | -23.7% | -9.5% | -22.1% |
| 6M | +57.4% | +26.5% | +30.9% | +38.6% |
| YTD | +102.2% | +57.5% | +44.7% | +56.6% |
| 1Y | +99.6% | +75.7% | +23.9% | +43.4% |
| 3Y | +14.5% | +19.5% | -4.9% | -6.7% |
| All | +21.0% | +82.7% | -61.8% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling