+28.3%
LSCC vs NTRS
+161.8%
-133.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.4% | +0.9% | +0.5% | +0.7% |
| 30D | -10.0% | -1.2% | -8.8% | -9.2% |
| 3M | -16.1% | +8.8% | -24.8% | -21.3% |
| 6M | +27.4% | +34.7% | -7.3% | +1.1% |
| YTD | +56.9% | +37.2% | +19.7% | +21.7% |
| 1Y | +74.6% | +46.3% | +28.2% | +28.8% |
| All | +28.3% | +161.8% | -133.5% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling