+5,059.0%
NI vs LSCC
+10,808.2%
-5,749.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | -3.5% | -9.7% | +6.1% | -2.9% |
| 3M | -9.1% | -23.7% | +14.6% | -7.9% |
| 6M | -11.8% | +26.5% | -38.3% | -13.9% |
| YTD | +1.1% | +57.5% | -56.4% | -2.9% |
| 1Y | +6.7% | +75.7% | -69.0% | +1.5% |
| 3Y | +71.1% | +19.5% | +51.6% | +63.6% |
| 5Y | +94.3% | +83.8% | +10.5% | +77.0% |
| 10Y | +135.8% | +1,772.4% | -1,636.6% | +78.0% |
| All | +5,059.0% | +10,808.2% | -5,749.3% | +3,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling