-24.4%
STRL vs LSCC
+73.4%
-97.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.4% | +6.5% | +8.9% |
| 7D | -13.3% | +19.3% | -32.7% | -23.2% |
| 30D | -43.3% | -9.6% | -33.7% | -39.2% |
| 3M | -46.9% | -12.4% | -34.5% | -41.8% |
| 6M | -65.6% | -10.5% | -55.1% | -62.5% |
| YTD | -5.1% | +54.8% | -59.9% | -31.0% |
| All | -24.4% | +73.4% | -97.8% | -47.7% |
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