+1,727.7%
STM vs LSCC
+2,093.7%
-366.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -8.6% | -3.8% | -8.5% |
| 7D | -20.1% | -4.8% | -15.3% | -18.3% |
| 30D | -32.0% | -27.1% | -4.9% | -21.7% |
| 3M | -24.2% | -23.6% | -0.6% | -14.7% |
| 6M | -29.9% | -19.8% | -10.1% | -22.3% |
| YTD | +54.9% | +33.2% | +21.7% | +36.4% |
| 1Y | +68.0% | +55.2% | +12.8% | +38.0% |
| 3Y | -0.1% | +70.1% | -70.2% | -25.9% |
| 5Y | -17.9% | +19.5% | -37.4% | -31.5% |
| 10Y | +392.2% | +1,164.9% | -772.7% | +40.8% |
| All | +1,727.7% | +2,093.7% | -366.0% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling