+91.0%
NI vs LSCC
+81.4%
+9.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -0.8% |
| 7D | -0.9% | +13.0% | -13.9% | -1.2% |
| 30D | +9.6% | -19.8% | +29.5% | +10.2% |
| 3M | +2.5% | -18.4% | +20.9% | +2.9% |
| 6M | -5.8% | -16.1% | +10.3% | -5.7% |
| YTD | +8.6% | +42.7% | -34.2% | +7.0% |
| 1Y | +6.0% | +68.0% | -62.0% | +4.0% |
| 3Y | +91.0% | +85.8% | +5.2% | +78.7% |
| All | +91.0% | +81.4% | +9.6% | +78.7% |
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