+68.5%
STRL vs LSCC
+72.9%
-4.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | +4.4% |
| 7D | +3.4% | +1.3% | +2.1% | +2.5% |
| 30D | -9.2% | -9.7% | +0.4% | -2.5% |
| 3M | -51.0% | -23.7% | -27.3% | -41.8% |
| 6M | +15.8% | +26.5% | -10.7% | +0.9% |
| YTD | +58.9% | +57.5% | +1.3% | +17.8% |
| 1Y | +68.5% | +75.7% | -7.2% | +14.0% |
| All | +68.5% | +72.9% | -4.4% | +14.0% |
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 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