+1,804.2%
LSCC vs NTR
+81.1%
+1,723.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +7.0% | -0.3% | +7.3% | +7.1% |
| 30D | -2.3% | +2.0% | -4.3% | -3.4% |
| 3M | -12.5% | +6.4% | -18.9% | -15.5% |
| 6M | -10.6% | +1.6% | -12.2% | -12.5% |
| YTD | +52.7% | +18.2% | +34.5% | +37.1% |
| 1Y | +74.0% | +23.9% | +50.0% | +52.5% |
| 3Y | +104.8% | +44.7% | +60.1% | +63.0% |
| 5Y | +36.2% | +21.3% | +14.9% | +8.9% |
| All | +1,804.2% | +81.1% | +1,723.1% | +1,032.7% |
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