+189.0%
NI vs LSCC
+1,333.6%
-1,144.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +1.5% | +5.0% | -3.5% | +1.1% |
| 30D | +11.9% | -11.7% | +23.6% | +12.5% |
| 3M | +9.1% | -13.3% | +22.4% | +9.8% |
| 6M | -1.8% | -12.5% | +10.8% | -1.7% |
| YTD | +11.4% | +51.2% | -39.8% | +6.6% |
| 1Y | +6.4% | +65.9% | -59.5% | +1.1% |
| 3Y | +98.2% | +95.3% | +2.9% | +81.4% |
| 5Y | +110.1% | +38.6% | +71.4% | +92.4% |
| 10Y | +189.0% | +1,352.3% | -1,163.4% | +114.9% |
| All | +189.0% | +1,333.6% | -1,144.6% | +114.9% |
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