+1,785.6%
LSCC vs NTR
+83.5%
+1,702.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +5.0% | +4.1% | +0.9% | +3.3% |
| 30D | -11.7% | +7.0% | -18.7% | -14.4% |
| 3M | -13.3% | +9.7% | -23.0% | -17.3% |
| 6M | -12.5% | +7.4% | -19.9% | -16.4% |
| YTD | +51.2% | +19.8% | +31.4% | +35.1% |
| 1Y | +65.9% | +25.4% | +40.5% | +44.8% |
| 3Y | +95.3% | +48.6% | +46.7% | +53.7% |
| 5Y | +38.6% | +24.0% | +14.6% | +9.7% |
| All | +1,785.6% | +83.5% | +1,702.1% | +1,016.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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