-10.5%
STRL vs LSCC
+72.6%
-83.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | +0.8% |
| 7D | +15.7% | +7.0% | +8.7% | +10.2% |
| 30D | -35.5% | -2.3% | -33.2% | -34.8% |
| 3M | -47.1% | -12.5% | -34.6% | -42.3% |
| 6M | -65.8% | -10.6% | -55.2% | -62.8% |
| YTD | -4.5% | +52.7% | -57.2% | -28.2% |
| 1Y | -10.5% | +74.0% | -84.4% | -37.7% |
| All | -10.5% | +72.6% | -83.1% | -37.7% |
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