+10,957.9%
LSCC vs NTRS
+7,620.4%
+3,337.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +5.2% | +1.7% | +3.5% | +4.2% |
| 30D | -9.6% | +0.1% | -9.8% | -9.7% |
| 3M | -17.8% | +9.8% | -27.6% | -22.0% |
| 6M | +37.4% | +34.7% | +2.8% | +16.6% |
| YTD | +59.7% | +37.4% | +22.3% | +33.6% |
| 1Y | +76.2% | +48.2% | +28.1% | +41.6% |
| 3Y | +28.2% | +163.5% | -135.3% | -24.6% |
| 5Y | +87.2% | +88.2% | -1.0% | +30.2% |
| 10Y | +1,795.0% | +246.8% | +1,548.2% | +795.4% |
| All | +10,957.9% | +7,620.4% | +3,337.5% | +951.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling