+1,184.4%
STX vs LSCC
+20.0%
+1,164.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.5% |
| 7D | +2.4% | +1.3% | +1.0% | +1.8% |
| 30D | +1.4% | -9.7% | +11.1% | +6.0% |
| 3M | -8.2% | -23.7% | +15.5% | +2.5% |
| 6M | +127.0% | +26.5% | +100.5% | +112.5% |
| YTD | +209.1% | +57.5% | +151.6% | +168.2% |
| 1Y | +365.4% | +75.7% | +289.7% | +290.4% |
| All | +1,184.4% | +20.0% | +1,164.3% | +1,096.4% |
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