+1,815.1%
LSCC vs NTRS
+256.1%
+1,559.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.9% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | -9.5% | +0.2% | -9.7% | -9.6% |
| 3M | -13.8% | +13.2% | -27.0% | -20.1% |
| 6M | +24.5% | +36.9% | -12.5% | +2.7% |
| YTD | +55.1% | +39.1% | +16.0% | +26.4% |
| 1Y | +72.5% | +50.4% | +22.1% | +34.2% |
| 3Y | +24.5% | +166.8% | -142.3% | -30.9% |
| 5Y | +81.8% | +92.9% | -11.1% | +19.8% |
| All | +1,815.1% | +256.1% | +1,559.0% | +888.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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