+1,909.4%
LSCC vs NLY
+81.8%
+1,827.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +3.3% | -4.0% | +7.3% | +5.3% |
| 30D | -7.4% | -5.2% | -2.1% | -5.1% |
| 3M | -16.2% | +2.8% | -19.0% | -17.5% |
| 6M | +31.9% | +4.2% | +27.7% | +29.2% |
| YTD | +62.8% | +4.7% | +58.1% | +59.1% |
| 1Y | +81.4% | +12.7% | +68.7% | +70.7% |
| 3Y | +33.1% | +62.5% | -29.5% | +7.5% |
| 5Y | +90.8% | +26.3% | +64.4% | +67.6% |
| All | +1,909.4% | +81.8% | +1,827.6% | +1,643.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling