+82.0%
LSCC vs NWSA
+40.7%
+41.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.2% |
| 7D | +1.3% | -1.9% | +3.2% | +2.6% |
| 30D | -9.7% | +4.6% | -14.2% | -12.8% |
| 3M | -23.7% | +13.2% | -36.9% | -32.2% |
| 6M | +26.5% | +27.0% | -0.5% | +1.3% |
| YTD | +57.5% | +16.8% | +40.7% | +33.5% |
| 1Y | +75.7% | +4.5% | +71.2% | +63.1% |
| 3Y | +19.5% | +46.2% | -26.8% | -16.4% |
| All | +82.0% | +40.7% | +41.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling