+17.9%
NOK vs LSCC
+77.3%
-59.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.2% |
| 7D | +11.0% | +21.2% | -10.2% | -0.4% |
| 30D | -16.0% | -1.9% | -14.1% | -15.7% |
| 3M | -19.8% | -8.1% | -11.7% | -16.8% |
| 6M | -37.1% | -5.2% | -31.9% | -34.1% |
| YTD | +28.0% | +61.5% | -33.5% | +18.9% |
| 1Y | +17.9% | +81.3% | -63.3% | +6.5% |
| All | +17.9% | +77.3% | -59.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling