+1,830.3%
LSCC vs NTR
+83.8%
+1,746.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.0% |
| 7D | +19.3% | +3.0% | +16.4% | +17.8% |
| 30D | -9.6% | +7.1% | -16.8% | -12.5% |
| 3M | -12.4% | +13.1% | -25.5% | -17.5% |
| 6M | -10.5% | +7.6% | -18.0% | -14.5% |
| YTD | +54.8% | +20.0% | +34.8% | +38.2% |
| 1Y | +79.4% | +30.2% | +49.2% | +54.0% |
| 3Y | +109.6% | +46.8% | +62.8% | +65.8% |
| 5Y | +40.4% | +22.7% | +17.6% | +11.7% |
| All | +1,830.3% | +83.8% | +1,746.5% | +1,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling