+1,972.8%
STX vs LSCC
+1,351.6%
+621.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.0% |
| 7D | +14.6% | +7.0% | +7.6% | +12.0% |
| 30D | -26.0% | -2.3% | -23.7% | -25.2% |
| 3M | -42.6% | -12.5% | -30.1% | -39.8% |
| 6M | -35.3% | -10.6% | -24.7% | -32.4% |
| YTD | +92.5% | +52.7% | +39.8% | +66.7% |
| 1Y | +102.4% | +74.0% | +28.4% | +67.6% |
| 3Y | +673.8% | +104.8% | +569.0% | +465.3% |
| 5Y | +463.1% | +36.2% | +426.8% | +341.1% |
| All | +1,972.8% | +1,351.6% | +621.3% | +608.5% |
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 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