-21.9%
NKE vs LSCC
+1,833.8%
-1,855.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -10.4% | -10.0% | -0.3% | -8.6% |
| 3M | -15.5% | -16.1% | +0.6% | -13.7% |
| 6M | -32.6% | +27.4% | -60.0% | -38.4% |
| YTD | -39.8% | +56.9% | -96.7% | -48.1% |
| 1Y | -47.6% | +74.6% | -122.2% | -56.4% |
| 3Y | -59.0% | +26.0% | -85.0% | -65.3% |
| 5Y | -74.9% | +86.1% | -161.1% | -81.7% |
| 10Y | -21.9% | +1,830.6% | -1,852.5% | -64.0% |
| All | -21.9% | +1,833.8% | -1,855.8% | -64.0% |
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