+99.4%
STT vs LSCC
+26.3%
+73.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -1.4% |
| 7D | -2.5% | +13.0% | -15.4% | -5.2% |
| 30D | -5.0% | -19.8% | +14.9% | -0.8% |
| 3M | -10.5% | -18.4% | +7.9% | -7.3% |
| 6M | +10.0% | -16.1% | +26.1% | +11.1% |
| YTD | +30.7% | +42.7% | -12.0% | +14.7% |
| 1Y | +43.8% | +68.0% | -24.2% | +21.1% |
| 3Y | +168.1% | +85.8% | +82.2% | +103.3% |
| All | +99.4% | +26.3% | +73.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling