+86.1%
LSCC vs NYT
+38.5%
+47.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | +1.4% | -1.6% | +3.0% | +2.1% |
| 30D | -10.0% | +2.8% | -12.8% | -11.2% |
| 3M | -16.1% | -9.2% | -6.9% | -13.7% |
| 6M | +27.4% | -17.1% | +44.5% | +36.2% |
| YTD | +56.9% | -3.2% | +60.2% | +54.0% |
| 1Y | +74.6% | +15.7% | +58.9% | +54.9% |
| 3Y | +26.0% | +55.7% | -29.8% | -8.4% |
| 5Y | +86.1% | +39.4% | +46.8% | +25.5% |
| All | +86.1% | +38.5% | +47.6% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling