-9.2%
STM vs LSCC
+36.6%
-45.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.7% | +1.9% |
| 7D | -5.6% | +19.3% | -24.9% | -14.8% |
| 30D | -14.4% | -9.6% | -4.8% | -9.7% |
| 3M | -20.5% | -12.4% | -8.1% | -14.8% |
| 6M | -24.5% | -10.5% | -14.1% | -19.7% |
| YTD | +72.7% | +54.8% | +17.9% | +34.4% |
| 1Y | +91.0% | +79.4% | +11.6% | +36.6% |
| 3Y | +13.5% | +109.6% | -96.1% | -33.4% |
| 5Y | -9.2% | +40.4% | -49.6% | -39.7% |
| All | -9.2% | +36.6% | -45.8% | -39.7% |
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