+248.8%
NBIS vs LSCC
+72.9%
+175.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +6.1% |
| 7D | +8.2% | +1.3% | +6.9% | +7.3% |
| 30D | +3.4% | -9.7% | +13.1% | +11.8% |
| 3M | -12.8% | -23.7% | +10.9% | +4.4% |
| 6M | +131.5% | +26.5% | +105.0% | +112.2% |
| YTD | +170.5% | +57.5% | +112.9% | +109.1% |
| 1Y | +248.8% | +75.7% | +173.1% | +191.1% |
| All | +248.8% | +72.9% | +175.9% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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