-17.9%
STM vs LSCC
+18.7%
-36.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -8.6% | -3.8% | -7.4% |
| 7D | -20.1% | -4.8% | -15.3% | -17.9% |
| 30D | -32.0% | -27.1% | -4.9% | -18.6% |
| 3M | -24.2% | -23.6% | -0.6% | -12.0% |
| 6M | -29.9% | -19.8% | -10.1% | -20.4% |
| YTD | +54.9% | +33.2% | +21.7% | +31.5% |
| 1Y | +68.0% | +55.2% | +12.8% | +30.7% |
| 3Y | -0.1% | +70.1% | -70.2% | -33.8% |
| 5Y | -17.9% | +19.5% | -37.4% | -40.3% |
| All | -17.9% | +18.7% | -36.6% | -40.3% |
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