+30.6%
LSCC vs NYT
+58.7%
-28.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -9.6% | +7.0% | -16.6% | -11.5% |
| 3M | -17.8% | -7.9% | -9.9% | -16.4% |
| 6M | +37.4% | -15.0% | +52.4% | +43.7% |
| YTD | +59.7% | -1.3% | +60.9% | +55.8% |
| 1Y | +76.2% | +16.9% | +59.3% | +58.2% |
| All | +30.6% | +58.7% | -28.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling