+123.8%
NOK vs LSCC
+1,398.6%
-1,274.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.7% | +4.6% |
| 7D | -1.4% | +19.3% | -20.8% | -5.8% |
| 30D | -21.0% | -9.6% | -11.4% | -19.0% |
| 3M | -12.6% | -12.4% | -0.2% | -9.5% |
| 6M | -36.2% | -10.5% | -25.7% | -33.9% |
| YTD | +26.4% | +54.8% | -28.4% | +16.0% |
| 1Y | +19.6% | +79.4% | -59.8% | +6.3% |
| 3Y | +152.6% | +109.6% | +43.0% | +104.4% |
| 5Y | +57.3% | +40.4% | +16.9% | +31.8% |
| 10Y | +123.8% | +1,379.1% | -1,255.3% | +20.8% |
| All | +123.8% | +1,398.6% | -1,274.8% | +20.8% |
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 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