+109.6%
LSCC vs NTR
+48.5%
+61.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.2% |
| 7D | +19.3% | +3.0% | +16.4% | +18.5% |
| 30D | -9.6% | +7.1% | -16.8% | -11.2% |
| 3M | -12.4% | +13.1% | -25.5% | -15.4% |
| 6M | -10.5% | +7.6% | -18.0% | -12.8% |
| YTD | +54.8% | +20.0% | +34.8% | +42.0% |
| 1Y | +79.4% | +30.2% | +49.2% | +59.1% |
| 3Y | +109.6% | +46.8% | +62.8% | +73.5% |
| All | +109.6% | +48.5% | +61.1% | +73.5% |
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