+6,216.0%
STT vs LSCC
+9,126.4%
-2,910.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.6% | +3.9% | -3.0% |
| 7D | -4.9% | -4.8% | -0.1% | -4.2% |
| 30D | -6.0% | -27.1% | +21.1% | -0.4% |
| 3M | -11.7% | -23.6% | +11.9% | -7.6% |
| 6M | +11.7% | -19.8% | +31.5% | +14.1% |
| YTD | +30.4% | +33.2% | -2.8% | +18.9% |
| 1Y | +43.9% | +55.2% | -11.3% | +27.0% |
| 3Y | +165.4% | +70.1% | +95.3% | +118.4% |
| 5Y | +101.0% | +19.5% | +81.5% | +70.8% |
| 10Y | +210.7% | +1,164.9% | -954.2% | +56.3% |
| All | +6,216.0% | +9,126.4% | -2,910.4% | +1,415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling