+86.7%
LSCC vs NLY
+25.6%
+61.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.3% |
| 7D | +3.3% | -4.0% | +7.3% | +6.4% |
| 30D | -7.4% | -5.2% | -2.1% | -3.9% |
| 3M | -16.2% | +2.8% | -19.0% | -18.4% |
| 6M | +31.9% | +4.2% | +27.7% | +27.3% |
| YTD | +62.8% | +4.7% | +58.1% | +56.4% |
| 1Y | +81.4% | +12.7% | +68.7% | +64.2% |
| 3Y | +33.1% | +62.5% | -29.5% | -5.9% |
| All | +86.7% | +25.6% | +61.2% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling