+184.1%
NOC vs LSCC
+1,763.3%
-1,579.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.6% |
| 7D | -5.2% | +1.3% | -6.5% | -5.2% |
| 30D | -7.2% | -9.7% | +2.5% | -6.9% |
| 3M | -5.1% | -23.7% | +18.6% | -4.4% |
| 6M | -31.1% | +26.5% | -57.6% | -32.3% |
| YTD | -8.6% | +57.5% | -66.1% | -11.3% |
| 1Y | -9.7% | +75.7% | -85.4% | -13.0% |
| 3Y | +24.3% | +19.5% | +4.8% | +20.9% |
| 5Y | +52.6% | +83.8% | -31.1% | +40.4% |
| All | +184.1% | +1,763.3% | -1,579.2% | +106.3% |
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 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