+192.3%
FN vs LSCC
+36.2%
+156.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.2% | -6.6% |
| 7D | -7.0% | +3.0% | -9.9% | -8.2% |
| 30D | -24.7% | -19.3% | -5.5% | -16.1% |
| 3M | -35.7% | -22.3% | -13.4% | -26.7% |
| 6M | -52.4% | -14.6% | -37.8% | -48.0% |
| YTD | -25.0% | +45.8% | -70.7% | -34.9% |
| 1Y | -25.7% | +69.6% | -95.3% | -39.3% |
| 3Y | +110.2% | +86.1% | +24.1% | +54.7% |
| 5Y | +192.3% | +30.7% | +161.6% | +117.0% |
| All | +192.3% | +36.2% | +156.1% | +117.0% |
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