+16,804.7%
NOC vs LSCC
+10,370.6%
+6,434.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.9% |
| 7D | -0.3% | +5.0% | -5.3% | -0.7% |
| 30D | +14.1% | -11.7% | +25.9% | +14.8% |
| 3M | -4.6% | -13.3% | +8.7% | -4.2% |
| 6M | +0.7% | -12.5% | +13.3% | +0.5% |
| YTD | -2.6% | +51.2% | -53.8% | -7.3% |
| 1Y | -1.0% | +65.9% | -66.9% | -6.4% |
| 3Y | +24.5% | +95.3% | -70.9% | +13.1% |
| 5Y | +64.3% | +38.6% | +25.7% | +49.7% |
| 10Y | +162.8% | +1,352.3% | -1,189.6% | +88.7% |
| All | +16,804.7% | +10,370.6% | +6,434.1% | +7,249.3% |
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 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