+10,474.1%
LSCC vs NYT
+837.8%
+9,636.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.1% |
| 7D | +7.0% | +6.5% | +0.5% | +4.6% |
| 30D | -2.3% | +8.4% | -10.7% | -5.3% |
| 3M | -12.5% | +13.9% | -26.5% | -17.5% |
| 6M | -10.6% | -4.8% | -5.8% | -11.2% |
| YTD | +52.7% | +6.2% | +46.5% | +45.0% |
| 1Y | +74.0% | +14.3% | +59.7% | +60.7% |
| 3Y | +104.8% | +73.6% | +31.2% | +60.3% |
| 5Y | +36.2% | +60.6% | -24.4% | +8.7% |
| 10Y | +1,355.3% | +550.8% | +804.5% | +570.9% |
| All | +10,474.1% | +837.8% | +9,636.3% | +4,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling