+154.5%
STT vs LSCC
+82.7%
+71.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | +20.0% | -23.7% | +43.7% | +25.6% |
| 6M | +55.3% | +26.5% | +28.8% | +42.9% |
| YTD | +53.3% | +57.5% | -4.2% | +33.0% |
| 1Y | +74.7% | +75.7% | -1.0% | +46.6% |
| 3Y | +205.8% | +19.5% | +186.4% | +167.5% |
| All | +154.5% | +82.7% | +71.8% | +71.5% |
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 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