+11,246.4%
STRL vs LSCC
+5,684.3%
+5,562.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.3% | -22.7% | -21.7% |
| 7D | -27.1% | +3.0% | -30.0% | -27.5% |
| 30D | -45.8% | -19.3% | -26.5% | -43.6% |
| 3M | -47.6% | -22.3% | -25.3% | -45.1% |
| 6M | -46.4% | -14.6% | -31.8% | -44.5% |
| YTD | -7.4% | +45.8% | -53.1% | -12.2% |
| 1Y | -25.9% | +69.6% | -95.5% | -31.4% |
| 3Y | +273.4% | +86.1% | +187.3% | +234.6% |
| 5Y | +944.4% | +30.7% | +913.7% | +860.0% |
| 10Y | +4,023.0% | +1,283.9% | +2,739.1% | +2,579.8% |
| All | +11,246.4% | +5,684.3% | +5,562.1% | +5,316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling