-69.7%
STRL vs LSCC
-19.6%
-50.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.6% | -5.3% | -7.0% |
| 7D | -34.6% | -4.8% | -29.8% | -32.0% |
| 30D | -56.7% | -27.1% | -29.6% | -44.2% |
| 3M | -54.4% | -23.6% | -30.8% | -43.5% |
| 6M | -69.7% | -19.8% | -49.9% | -63.3% |
| All | -69.7% | -19.6% | -50.1% | -63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling