+68.4%
LSCC vs NWSA
+0.2%
+68.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +5.0% | -9.7% | +14.7% | +2.6% |
| 30D | -11.7% | -8.6% | -3.1% | -13.1% |
| 3M | -13.3% | -6.3% | -7.0% | -13.1% |
| 6M | -12.5% | -1.2% | -11.3% | -8.1% |
| YTD | +51.2% | +2.6% | +48.6% | +61.4% |
| All | +68.4% | +0.2% | +68.2% | +85.4% |
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