+906.2%
FN vs LSCC
+1,772.4%
-866.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.3% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | -22.0% | -9.7% | -12.3% | -18.0% |
| 3M | -43.0% | -23.7% | -19.3% | -35.5% |
| 6M | -27.7% | +26.5% | -54.2% | -33.0% |
| YTD | -10.5% | +57.5% | -68.0% | -24.2% |
| 1Y | +12.5% | +75.7% | -63.2% | -9.0% |
| 3Y | +153.8% | +19.5% | +134.3% | +121.3% |
| 5Y | +288.0% | +83.8% | +204.2% | +173.4% |
| All | +906.2% | +1,772.4% | -866.2% | +234.7% |
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