+10,808.2%
LSCC vs NYT
+763.5%
+10,044.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.3% | -1.3% | +2.6% | +1.8% |
| 30D | -9.7% | +2.7% | -12.4% | -10.7% |
| 3M | -23.7% | -10.3% | -13.4% | -21.7% |
| 6M | +26.5% | -16.6% | +43.1% | +33.0% |
| YTD | +57.5% | -2.3% | +59.8% | +55.7% |
| 1Y | +75.7% | +15.0% | +60.7% | +63.1% |
| 3Y | +19.5% | +57.1% | -37.7% | -2.1% |
| 5Y | +83.8% | +37.2% | +46.6% | +56.0% |
| 10Y | +1,772.4% | +464.3% | +1,308.0% | +816.0% |
| All | +10,808.2% | +763.5% | +10,044.8% | +4,365.7% |
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