+86.7%
NOK vs LSCC
+82.7%
+4.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | +4.7% | -9.7% | +14.4% | +7.7% |
| 3M | -39.7% | -23.7% | -15.9% | -34.9% |
| 6M | +23.1% | +26.5% | -3.4% | +17.2% |
| YTD | +55.0% | +57.5% | -2.5% | +39.7% |
| 1Y | +118.0% | +75.7% | +42.4% | +90.5% |
| 3Y | +170.5% | +19.5% | +151.0% | +149.0% |
| All | +86.7% | +82.7% | +4.0% | +34.6% |
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