+596.2%
STX vs LSCC
+69.3%
+526.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -8.6% | -7.7% | -12.5% |
| 7D | -33.4% | -4.8% | -28.6% | -31.8% |
| 30D | -42.1% | -27.1% | -15.0% | -33.8% |
| 3M | -44.3% | -23.6% | -20.7% | -37.7% |
| 6M | -39.4% | -19.8% | -19.6% | -33.1% |
| YTD | +70.0% | +33.2% | +36.7% | +56.4% |
| 1Y | +70.2% | +55.2% | +14.9% | +49.1% |
| All | +596.2% | +69.3% | +526.9% | +454.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling