+985.8%
NRG vs LSCC
+1,498.6%
-512.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -10.0% | -2.0% |
| 7D | +17.1% | +14.5% | +2.6% | +13.4% |
| 30D | -7.9% | -0.1% | -7.8% | -8.4% |
| 3M | -18.2% | -2.7% | -15.5% | -18.4% |
| 6M | -28.4% | -4.8% | -23.6% | -29.1% |
| YTD | -37.9% | +66.9% | -104.7% | -46.2% |
| 1Y | -39.2% | +85.8% | -125.1% | -48.6% |
| 3Y | +125.3% | +115.6% | +9.7% | +76.2% |
| 5Y | +215.7% | +48.8% | +166.9% | +151.9% |
| 10Y | +985.8% | +1,490.3% | -504.5% | +450.8% |
| All | +985.8% | +1,498.6% | -512.7% | +450.8% |
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