+1,987.9%
LSCC vs NWSA
+98.2%
+1,889.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.5% | +7.3% |
| 7D | +13.0% | -9.4% | +22.3% | +18.9% |
| 30D | -19.8% | -7.8% | -12.1% | -16.8% |
| 3M | -18.4% | -10.8% | -7.6% | -14.5% |
| 6M | -16.1% | +1.1% | -17.2% | -20.1% |
| YTD | +42.7% | +1.8% | +40.9% | +33.8% |
| 1Y | +68.0% | +6.0% | +62.0% | +53.5% |
| 3Y | +85.8% | +24.6% | +61.3% | +56.9% |
| 5Y | +28.0% | +13.1% | +14.9% | +12.8% |
| 10Y | +1,255.1% | +148.5% | +1,106.6% | +672.3% |
| All | +1,987.9% | +98.2% | +1,889.7% | +1,208.2% |
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