-74.0%
NKE vs LSCC
+85.6%
-159.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -0.1% | +5.2% | -5.3% | -1.2% |
| 30D | -7.7% | -9.6% | +2.0% | -5.9% |
| 3M | -10.9% | -17.8% | +6.8% | -8.6% |
| 6M | -31.9% | +37.4% | -69.3% | -39.5% |
| YTD | -38.6% | +59.7% | -98.3% | -48.1% |
| 1Y | -46.9% | +76.2% | -123.1% | -56.8% |
| 3Y | -58.2% | +28.2% | -86.4% | -64.9% |
| 5Y | -74.0% | +87.2% | -161.2% | -83.0% |
| All | -74.0% | +85.6% | -159.7% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling