+3,988.2%
STRL vs LSCC
+1,398.6%
+2,589.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.4% | +6.5% | +11.8% |
| 7D | -13.3% | +19.3% | -32.7% | -18.6% |
| 30D | -43.3% | -9.6% | -33.7% | -40.9% |
| 3M | -46.9% | -12.4% | -34.5% | -43.9% |
| 6M | -65.6% | -10.5% | -55.1% | -63.7% |
| YTD | -5.1% | +54.8% | -59.9% | -17.0% |
| 1Y | -23.1% | +79.4% | -102.5% | -35.7% |
| 3Y | +346.8% | +109.6% | +237.3% | +238.4% |
| 5Y | +907.2% | +40.4% | +866.8% | +699.2% |
| 10Y | +3,988.2% | +1,379.1% | +2,609.1% | +1,667.8% |
| All | +3,988.2% | +1,398.6% | +2,589.6% | +1,667.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling