+69.6%
LSCC vs NLY
+2.3%
+67.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.6% | -0.4% |
| 7D | +3.0% | +3.5% | -0.5% | +1.4% |
| 30D | -19.3% | +3.6% | -22.9% | -20.7% |
| 3M | -22.3% | -13.6% | -8.7% | -14.5% |
| 6M | -14.6% | -9.1% | -5.5% | -9.6% |
| YTD | +45.8% | -6.1% | +51.8% | +47.3% |
| 1Y | +69.6% | +0.7% | +68.9% | +69.5% |
| All | +69.6% | +2.3% | +67.3% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling