+227.8%
STRL vs LSCC
+69.3%
+158.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.6% | -5.3% | -9.4% |
| 7D | -34.6% | -4.8% | -29.8% | -32.8% |
| 30D | -56.7% | -27.1% | -29.6% | -48.9% |
| 3M | -54.4% | -23.6% | -30.8% | -47.5% |
| 6M | -69.7% | -19.8% | -49.9% | -65.6% |
| YTD | -20.2% | +33.2% | -53.4% | -28.2% |
| 1Y | -40.6% | +55.2% | -95.8% | -49.7% |
| All | +227.8% | +69.3% | +158.5% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling