+479.4%
NBIS vs LSCC
+112.3%
+367.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.5% | -4.5% | -5.9% |
| 7D | -10.5% | +7.0% | -17.5% | -13.6% |
| 30D | -37.7% | -2.3% | -35.4% | -35.8% |
| 3M | -54.6% | -12.5% | -42.0% | -49.3% |
| 6M | -44.1% | -10.6% | -33.5% | -37.7% |
| YTD | +38.4% | +52.7% | -14.3% | +6.3% |
| 1Y | +30.7% | +74.0% | -43.2% | -7.9% |
| All | +479.4% | +112.3% | +367.1% | +288.6% |
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