+227.5%
LOW vs NSC
+332.1%
-104.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.6% |
| 7D | -3.7% | -2.8% | -0.9% | -2.3% |
| 30D | -8.9% | -4.5% | -4.4% | -6.6% |
| 3M | -10.4% | +3.5% | -14.0% | -12.4% |
| 6M | -19.4% | +8.5% | -27.9% | -23.4% |
| YTD | -17.1% | +12.3% | -29.5% | -22.7% |
| 1Y | -26.3% | +18.9% | -45.2% | -33.4% |
| 3Y | -9.9% | +74.1% | -84.0% | -36.1% |
| 5Y | +6.1% | +43.9% | -37.8% | -17.7% |
| All | +227.5% | +332.1% | -104.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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