+1,883.6%
STX vs LSCC
+1,244.7%
+639.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -3.8% |
| 7D | -28.5% | +13.0% | -41.4% | -31.7% |
| 30D | -42.9% | -19.8% | -23.1% | -38.1% |
| 3M | -45.9% | -18.4% | -27.5% | -41.9% |
| 6M | -41.3% | -16.1% | -25.2% | -37.3% |
| YTD | +67.9% | +42.7% | +25.2% | +48.9% |
| 1Y | +66.5% | +68.0% | -1.5% | +39.7% |
| 3Y | +588.0% | +85.8% | +502.1% | +419.1% |
| 5Y | +449.1% | +28.0% | +421.0% | +339.6% |
| All | +1,883.6% | +1,244.7% | +639.0% | +619.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling