+138.4%
NOK vs LSCC
+1,486.2%
-1,347.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.4% | -8.1% | -0.4% |
| 7D | +2.2% | +14.5% | -12.3% | -1.3% |
| 30D | -14.7% | -0.1% | -14.7% | -14.8% |
| 3M | -10.6% | -2.7% | -7.9% | -9.9% |
| 6M | -39.4% | -4.8% | -34.6% | -38.3% |
| YTD | +30.4% | +66.9% | -36.4% | +17.3% |
| 1Y | +22.3% | +85.8% | -63.5% | +7.4% |
| 3Y | +157.6% | +115.6% | +42.0% | +106.5% |
| 5Y | +64.6% | +48.8% | +15.7% | +35.5% |
| All | +138.4% | +1,486.2% | -1,347.8% | +28.1% |
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