+3,667.8%
STRL vs LSCC
+1,244.7%
+2,423.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.7% | +0.8% |
| 7D | -26.9% | +13.0% | -39.9% | -30.1% |
| 30D | -52.7% | -19.8% | -32.8% | -48.5% |
| 3M | -52.8% | -18.4% | -34.4% | -48.9% |
| 6M | -71.5% | -16.1% | -55.4% | -69.2% |
| YTD | -17.4% | +42.7% | -60.2% | -25.7% |
| 1Y | -35.0% | +68.0% | -103.0% | -44.4% |
| 3Y | +239.2% | +85.8% | +153.4% | +167.6% |
| 5Y | +830.2% | +28.0% | +802.1% | +661.7% |
| All | +3,667.8% | +1,244.7% | +2,423.1% | +1,651.9% |
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