-60.9%
NKE vs LSCC
+101.3%
-162.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | +0.5% | +5.0% | -4.5% | -0.2% |
| 30D | +11.4% | -11.7% | +23.2% | +12.7% |
| 3M | -7.2% | -13.3% | +6.1% | -6.3% |
| 6M | -10.7% | -12.5% | +1.9% | -11.3% |
| YTD | -37.7% | +51.2% | -88.9% | -45.1% |
| 1Y | -34.3% | +65.9% | -100.2% | -43.3% |
| 3Y | -60.9% | +95.3% | -156.3% | -70.3% |
| All | -60.9% | +101.3% | -162.2% | -70.3% |
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