+136.1%
NI vs LSCC
+1,791.9%
-1,655.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.1% |
| 7D | +2.3% | +5.2% | -2.9% | +2.0% |
| 30D | -1.7% | -9.6% | +8.0% | -1.1% |
| 3M | -8.0% | -17.8% | +9.8% | -7.1% |
| 6M | -8.6% | +37.4% | -46.1% | -11.3% |
| YTD | +2.3% | +59.7% | -57.3% | -2.0% |
| 1Y | +6.9% | +76.2% | -69.3% | +1.5% |
| 3Y | +70.6% | +28.2% | +42.4% | +62.5% |
| 5Y | +96.4% | +87.2% | +9.2% | +75.5% |
| 10Y | +136.1% | +1,795.0% | -1,658.9% | +75.0% |
| All | +136.1% | +1,791.9% | -1,655.8% | +75.0% |
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