+25.4%
LSCC vs NTR
+38.7%
-13.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | +1.3% | +8.1% | -6.8% | -0.9% |
| 30D | -9.7% | +18.8% | -28.4% | -14.1% |
| 3M | -23.7% | +16.2% | -39.9% | -27.2% |
| 6M | +26.5% | +9.8% | +16.7% | +20.8% |
| YTD | +57.5% | +30.9% | +26.6% | +40.1% |
| 1Y | +75.7% | +41.8% | +33.9% | +50.1% |
| All | +25.4% | +38.7% | -13.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling