+202.9%
STT vs LSCC
+1,244.7%
-1,041.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -1.5% |
| 7D | -2.5% | +13.0% | -15.4% | -5.5% |
| 30D | -5.0% | -19.8% | +14.9% | -0.5% |
| 3M | -10.5% | -18.4% | +7.9% | -7.1% |
| 6M | +10.0% | -16.1% | +26.1% | +11.3% |
| YTD | +30.7% | +42.7% | -12.0% | +14.1% |
| 1Y | +43.8% | +68.0% | -24.2% | +20.3% |
| 3Y | +168.1% | +85.8% | +82.2% | +103.0% |
| 5Y | +101.4% | +28.0% | +73.4% | +57.6% |
| All | +202.9% | +1,244.7% | -1,041.8% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling