+2,164.2%
LSCC vs NWSA
+99.5%
+2,064.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.8% | +8.1% |
| 7D | +19.3% | -10.5% | +29.8% | +26.5% |
| 30D | -9.6% | -8.8% | -0.9% | -5.6% |
| 3M | -12.4% | -6.5% | -5.9% | -10.5% |
| 6M | -10.5% | -1.3% | -9.1% | -13.4% |
| YTD | +54.8% | +2.5% | +52.3% | +44.7% |
| 1Y | +79.4% | +0.2% | +79.2% | +70.0% |
| 3Y | +109.6% | +27.6% | +82.0% | +74.6% |
| 5Y | +40.4% | +17.0% | +23.4% | +21.7% |
| 10Y | +1,379.1% | +148.3% | +1,230.8% | +743.6% |
| All | +2,164.2% | +99.5% | +2,064.7% | +1,313.9% |
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