-17.7%
LVS vs NSC
+20.4%
-38.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.5% | -5.5% | +4.0% | -1.8% |
| 30D | -3.2% | -3.2% | 0.0% | -3.3% |
| 3M | -12.0% | +7.7% | -19.7% | -11.1% |
| 6M | -19.9% | +4.5% | -24.4% | -18.2% |
| YTD | -30.6% | +15.6% | -46.2% | -28.4% |
| 1Y | -17.7% | +19.8% | -37.6% | -14.6% |
| All | -17.7% | +20.4% | -38.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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