+327.1%
NET vs LSCC
+20.0%
+307.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.6% |
| 7D | -7.0% | +1.3% | -8.3% | -7.3% |
| 30D | -4.8% | -9.7% | +4.9% | -2.0% |
| 3M | +3.8% | -23.7% | +27.5% | +10.9% |
| 6M | +50.0% | +26.5% | +23.6% | +32.6% |
| YTD | +41.5% | +57.5% | -16.0% | +14.6% |
| 1Y | +32.8% | +75.7% | -42.9% | +2.8% |
| All | +327.1% | +20.0% | +307.0% | +288.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling