+501.5%
NOW vs LSCC
+1,155.2%
-653.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.6% | +2.7% | -3.5% |
| 7D | -6.7% | -4.8% | -1.8% | -5.5% |
| 30D | -25.8% | -27.1% | +1.3% | -19.4% |
| 3M | -12.7% | -23.6% | +10.9% | -7.5% |
| 6M | +11.2% | -19.8% | +31.1% | +11.7% |
| YTD | -33.2% | +33.2% | -66.4% | -45.9% |
| 1Y | -41.8% | +55.2% | -97.1% | -55.7% |
| 3Y | -15.7% | +70.1% | -85.8% | -44.3% |
| 5Y | -26.0% | +19.5% | -45.6% | -47.5% |
| All | +501.5% | +1,155.2% | -653.7% | +100.1% |
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