+1,101.8%
NBIS vs LSCC
+118.2%
+983.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.2% |
| 7D | +17.8% | +1.4% | +16.4% | +16.8% |
| 30D | +30.5% | -10.0% | +40.6% | +41.4% |
| 3M | +9.2% | -16.1% | +25.3% | +26.3% |
| 6M | +153.2% | +27.4% | +125.8% | +121.6% |
| YTD | +187.1% | +56.9% | +130.2% | +113.6% |
| 1Y | +151.1% | +74.6% | +76.5% | +73.3% |
| All | +1,101.8% | +118.2% | +983.6% | +680.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling