+2,204.2%
LSCC vs NWSA
+127.4%
+2,076.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.0% |
| 7D | +1.3% | -1.9% | +3.2% | +2.3% |
| 30D | -9.7% | +4.6% | -14.2% | -12.2% |
| 3M | -23.7% | +13.2% | -36.9% | -30.5% |
| 6M | +26.5% | +27.0% | -0.5% | +6.9% |
| YTD | +57.5% | +16.8% | +40.7% | +38.7% |
| 1Y | +75.7% | +4.5% | +71.2% | +65.0% |
| 3Y | +19.5% | +46.2% | -26.8% | -6.6% |
| 5Y | +83.8% | +40.9% | +42.8% | +46.1% |
| 10Y | +1,772.4% | +145.1% | +1,627.3% | +969.2% |
| All | +2,204.2% | +127.4% | +2,076.8% | +1,256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling