+101.0%
STT vs LSCC
+18.7%
+82.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.6% | +3.9% | -2.8% |
| 7D | -4.9% | -4.8% | -0.1% | -4.1% |
| 30D | -6.0% | -27.1% | +21.1% | +0.2% |
| 3M | -11.7% | -23.6% | +11.9% | -7.2% |
| 6M | +11.7% | -19.8% | +31.5% | +14.0% |
| YTD | +30.4% | +33.2% | -2.8% | +16.3% |
| 1Y | +43.9% | +55.2% | -11.3% | +23.4% |
| 3Y | +165.4% | +70.1% | +95.3% | +105.6% |
| 5Y | +101.0% | +19.5% | +81.5% | +51.8% |
| All | +101.0% | +18.7% | +82.3% | +51.8% |
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