+6,161.3%
NKE vs LSCC
+10,808.2%
-4,646.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | -8.6% | -9.7% | +1.1% | -7.4% |
| 3M | -11.0% | -23.7% | +12.7% | -8.4% |
| 6M | -33.2% | +26.5% | -59.7% | -37.0% |
| YTD | -38.1% | +57.5% | -95.7% | -43.8% |
| 1Y | -47.4% | +75.7% | -123.0% | -53.3% |
| 3Y | -59.8% | +19.5% | -79.2% | -63.5% |
| 5Y | -74.2% | +83.8% | -158.0% | -78.5% |
| 10Y | -23.5% | +1,772.4% | -1,795.8% | -56.2% |
| All | +6,161.3% | +10,808.2% | -4,646.9% | +1,737.8% |
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