+1,123.6%
NRG vs LSCC
+1,833.8%
-710.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -3.2% |
| 7D | +3.9% | +1.4% | +2.5% | +3.6% |
| 30D | -3.0% | -10.0% | +7.1% | -0.7% |
| 3M | -10.9% | -16.1% | +5.2% | -8.3% |
| 6M | -25.3% | +27.4% | -52.7% | -30.3% |
| YTD | -26.8% | +56.9% | -83.7% | -35.2% |
| 1Y | -23.3% | +74.6% | -97.9% | -33.8% |
| 3Y | +208.6% | +26.0% | +182.7% | +169.0% |
| 5Y | +194.1% | +86.1% | +108.0% | +125.4% |
| 10Y | +1,123.6% | +1,830.6% | -707.0% | +487.3% |
| All | +1,123.6% | +1,833.8% | -710.3% | +487.3% |
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 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