+86.7%
LSCC vs NTRS
+93.2%
-6.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.2% |
| 7D | +3.3% | +1.4% | +2.0% | +2.3% |
| 30D | -7.4% | -0.7% | -6.7% | -6.9% |
| 3M | -16.2% | +11.3% | -27.5% | -22.5% |
| 6M | +31.9% | +35.5% | -3.6% | +5.9% |
| YTD | +62.8% | +40.6% | +22.2% | +26.6% |
| 1Y | +81.4% | +49.2% | +32.2% | +35.3% |
| 3Y | +33.1% | +167.2% | -134.1% | -34.3% |
| All | +86.7% | +93.2% | -6.5% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling