+267.4%
STT vs LSCC
+1,772.4%
-1,505.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +3.9% | -9.7% | +13.5% | +6.2% |
| 3M | +20.0% | -23.7% | +43.7% | +25.9% |
| 6M | +55.3% | +26.5% | +28.8% | +42.6% |
| YTD | +53.3% | +57.5% | -4.2% | +32.4% |
| 1Y | +74.7% | +75.7% | -1.0% | +45.8% |
| 3Y | +205.8% | +19.5% | +186.4% | +163.5% |
| 5Y | +145.0% | +83.8% | +61.2% | +77.1% |
| All | +267.4% | +1,772.4% | -1,505.0% | +52.2% |
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 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