+3,667.9%
STRL vs LSCC
+1,351.6%
+2,316.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.0% |
| 7D | +15.7% | +7.0% | +8.7% | +12.9% |
| 30D | -35.5% | -2.3% | -33.2% | -34.8% |
| 3M | -47.1% | -12.5% | -34.6% | -44.2% |
| 6M | -65.8% | -10.6% | -55.2% | -63.9% |
| YTD | -4.5% | +52.7% | -57.2% | -16.1% |
| 1Y | -10.5% | +74.0% | -84.4% | -24.5% |
| 3Y | +340.6% | +104.8% | +235.8% | +236.1% |
| 5Y | +911.0% | +36.2% | +874.8% | +709.1% |
| All | +3,667.9% | +1,351.6% | +2,316.4% | +1,501.4% |
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