+75.7%
LSCC vs NYT
+15.2%
+60.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.3% | -1.3% | +2.6% | +1.3% |
| 30D | -9.7% | +2.7% | -12.4% | -9.6% |
| 3M | -23.7% | -10.3% | -13.4% | -23.2% |
| 6M | +26.5% | -16.6% | +43.1% | +29.2% |
| YTD | +57.5% | -2.3% | +59.8% | +62.1% |
| 1Y | +75.7% | +15.0% | +60.7% | +85.3% |
| All | +75.7% | +15.2% | +60.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling