+24.7%
NOC vs LSCC
+118.1%
-93.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -9.9% | +0.7% |
| 7D | +4.9% | +14.5% | -9.6% | +5.2% |
| 30D | +13.6% | -0.1% | +13.7% | +13.8% |
| 3M | -3.9% | -2.7% | -1.2% | -3.7% |
| 6M | +1.4% | -4.8% | +6.2% | +1.4% |
| YTD | -2.2% | +66.9% | -69.0% | -2.2% |
| 1Y | -1.2% | +85.8% | -87.0% | -1.2% |
| All | +24.7% | +118.1% | -93.4% | +26.5% |
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