+619.6%
LSCC vs NLY
+1,245.6%
-626.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | -9.6% | -1.4% | -8.3% | -9.2% |
| 3M | -17.8% | +12.0% | -29.8% | -21.5% |
| 6M | +37.4% | +8.3% | +29.1% | +33.2% |
| YTD | +59.7% | +8.6% | +51.1% | +54.7% |
| 1Y | +76.2% | +16.9% | +59.3% | +65.6% |
| 3Y | +28.2% | +71.0% | -42.8% | +5.2% |
| 5Y | +87.2% | +31.1% | +56.2% | +68.5% |
| 10Y | +1,795.0% | +81.0% | +1,714.0% | +1,355.7% |
| All | +619.6% | +1,245.6% | -626.0% | +239.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling