+19,359.6%
STRL vs LSCC
+6,150.8%
+13,208.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | +5.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | -9.2% | -9.7% | +0.4% | -7.5% |
| 3M | -51.0% | -23.7% | -27.3% | -48.4% |
| 6M | +15.8% | +26.5% | -10.7% | +12.2% |
| YTD | +58.9% | +57.5% | +1.3% | +48.3% |
| 1Y | +68.5% | +75.7% | -7.2% | +54.7% |
| 3Y | +485.2% | +19.5% | +465.8% | +455.6% |
| 5Y | +2,005.1% | +83.8% | +1,921.3% | +1,737.7% |
| 10Y | +7,118.0% | +1,772.4% | +5,345.6% | +4,382.6% |
| All | +19,359.6% | +6,150.8% | +13,208.8% | +9,049.2% |
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