-16.1%
LSCC vs NWSA
+3.0%
-19.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.5% | +6.9% |
| 7D | +13.0% | -9.4% | +22.3% | +9.7% |
| 30D | -19.8% | -7.8% | -12.1% | -20.1% |
| 3M | -18.4% | -10.8% | -7.6% | -21.0% |
| 6M | -16.1% | +1.1% | -17.2% | -1.3% |
| All | -16.1% | +3.0% | -19.1% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling