+122.4%
NOK vs LSCC
+1,791.9%
-1,669.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.9% |
| 7D | +7.3% | +5.2% | +2.0% | +6.0% |
| 30D | +13.8% | -9.6% | +23.4% | +16.5% |
| 3M | -27.0% | -17.8% | -9.2% | -23.5% |
| 6M | +37.6% | +37.4% | +0.2% | +29.5% |
| YTD | +64.6% | +59.7% | +4.9% | +49.7% |
| 1Y | +132.0% | +76.2% | +55.8% | +105.8% |
| 3Y | +183.7% | +28.2% | +155.5% | +154.6% |
| 5Y | +101.3% | +87.2% | +14.1% | +60.1% |
| 10Y | +122.4% | +1,795.0% | -1,672.6% | +16.7% |
| All | +122.4% | +1,791.9% | -1,669.6% | +16.7% |
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