+75.7%
LSCC vs NWSA
+5.5%
+70.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +1.5% |
| 7D | +1.3% | -1.9% | +3.2% | +0.8% |
| 30D | -9.7% | +4.6% | -14.2% | -8.4% |
| 3M | -23.7% | +13.2% | -36.9% | -20.5% |
| 6M | +26.5% | +27.0% | -0.5% | +28.4% |
| YTD | +57.5% | +16.8% | +40.7% | +64.9% |
| 1Y | +75.7% | +4.5% | +71.2% | +88.8% |
| All | +75.7% | +5.5% | +70.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling