+74.0%
LSCC vs NYT
+16.1%
+57.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.2% |
| 7D | +7.0% | +6.5% | +0.5% | +7.8% |
| 30D | -2.3% | +8.4% | -10.7% | -1.5% |
| 3M | -12.5% | +13.9% | -26.5% | -11.6% |
| 6M | -10.6% | -4.8% | -5.8% | -8.3% |
| YTD | +52.7% | +6.2% | +46.5% | +57.8% |
| 1Y | +74.0% | +14.3% | +59.7% | +74.9% |
| All | +74.0% | +16.1% | +57.9% | +74.9% |
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