+476.2%
STX vs LSCC
+33.9%
+442.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -0.8% |
| 7D | +14.6% | +7.0% | +7.6% | +11.6% |
| 30D | -26.0% | -2.3% | -23.7% | -25.2% |
| 3M | -42.6% | -12.5% | -30.1% | -39.6% |
| 6M | -35.3% | -10.6% | -24.7% | -32.2% |
| YTD | +92.5% | +52.7% | +39.8% | +64.6% |
| 1Y | +102.4% | +74.0% | +28.4% | +65.0% |
| 3Y | +673.8% | +104.8% | +569.0% | +446.2% |
| All | +476.2% | +33.9% | +442.2% | +337.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling