+45.5%
NOK vs LSCC
+26.3%
+19.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +0.5% |
| 7D | -10.5% | +13.0% | -23.5% | -13.9% |
| 30D | -27.9% | -19.8% | -8.0% | -22.9% |
| 3M | -18.8% | -18.4% | -0.4% | -13.5% |
| 6M | -41.9% | -16.1% | -25.8% | -38.2% |
| YTD | +18.4% | +42.7% | -24.3% | +10.5% |
| 1Y | +10.9% | +68.0% | -57.2% | -0.6% |
| 3Y | +137.9% | +85.8% | +52.0% | +92.7% |
| All | +45.5% | +26.3% | +19.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling