+799.0%
STRL vs LSCC
+18.7%
+780.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.6% | -5.3% | -10.0% |
| 7D | -34.6% | -4.8% | -29.8% | -33.1% |
| 30D | -56.7% | -27.1% | -29.6% | -50.1% |
| 3M | -54.4% | -23.6% | -30.8% | -48.5% |
| 6M | -69.7% | -19.8% | -49.9% | -66.2% |
| YTD | -20.2% | +33.2% | -53.4% | -27.0% |
| 1Y | -40.6% | +55.2% | -95.8% | -48.5% |
| 3Y | +221.7% | +70.1% | +151.6% | +153.9% |
| 5Y | +799.0% | +19.5% | +779.5% | +634.4% |
| All | +799.0% | +18.7% | +780.3% | +634.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling