+34,839.7%
LOW vs NSC
+5,718.1%
+29,121.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | -10.1% | -1.9% | -8.2% | -9.4% |
| 3M | -2.9% | +6.2% | -9.1% | -5.5% |
| 6M | -19.4% | +9.2% | -28.6% | -22.7% |
| YTD | -15.4% | +15.0% | -30.5% | -20.6% |
| 1Y | -24.9% | +21.1% | -46.0% | -31.1% |
| 3Y | -7.8% | +78.6% | -86.4% | -29.4% |
| 5Y | +8.4% | +45.9% | -37.5% | -10.4% |
| 10Y | +226.8% | +326.9% | -100.1% | +72.5% |
| All | +34,839.7% | +5,718.1% | +29,121.7% | +4,678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling