+87.2%
LSCC vs NTR
+51.1%
+36.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.9% |
| 7D | +5.2% | +3.8% | +1.4% | +3.9% |
| 30D | -9.6% | +25.2% | -34.9% | -16.2% |
| 3M | -17.8% | +21.0% | -38.8% | -23.2% |
| 6M | +37.4% | +7.6% | +29.8% | +32.1% |
| YTD | +59.7% | +32.9% | +26.8% | +41.4% |
| 1Y | +76.2% | +43.1% | +33.2% | +50.9% |
| 3Y | +28.2% | +41.6% | -13.4% | +8.0% |
| 5Y | +87.2% | +54.8% | +32.4% | +39.2% |
| All | +87.2% | +51.1% | +36.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling