+60.7%
NOK vs LSCC
+33.9%
+26.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | -0.9% |
| 7D | +5.4% | +7.0% | -1.6% | +3.0% |
| 30D | -14.1% | -2.3% | -11.8% | -13.7% |
| 3M | -23.6% | -12.5% | -11.1% | -20.5% |
| 6M | -45.1% | -10.6% | -34.6% | -42.9% |
| YTD | +24.7% | +52.7% | -28.0% | +13.8% |
| 1Y | +19.0% | +74.0% | -54.9% | +5.2% |
| 3Y | +147.0% | +104.8% | +42.2% | +94.0% |
| All | +60.7% | +33.9% | +26.8% | +34.3% |
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