+167.5%
STT vs LSCC
+69.3%
+98.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.6% | +3.9% | -3.2% |
| 7D | -4.9% | -4.8% | -0.1% | -4.2% |
| 30D | -6.0% | -27.1% | +21.1% | -1.0% |
| 3M | -11.7% | -23.6% | +11.9% | -8.1% |
| 6M | +11.7% | -19.8% | +31.5% | +13.5% |
| YTD | +30.4% | +33.2% | -2.8% | +18.8% |
| 1Y | +43.9% | +55.2% | -11.3% | +27.2% |
| All | +167.5% | +69.3% | +98.2% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling