+924.9%
NRG vs LSCC
+1,351.6%
-426.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.3% |
| 7D | +10.0% | +7.0% | +3.0% | +8.1% |
| 30D | -3.2% | -2.3% | -0.9% | -3.3% |
| 3M | -18.5% | -12.5% | -6.0% | -16.7% |
| 6M | -25.3% | -10.6% | -14.7% | -25.0% |
| YTD | -38.1% | +52.7% | -90.8% | -45.3% |
| 1Y | -40.7% | +74.0% | -114.7% | -49.1% |
| 3Y | +121.8% | +104.8% | +17.0% | +75.7% |
| 5Y | +209.2% | +36.2% | +173.0% | +151.7% |
| All | +924.9% | +1,351.6% | -426.6% | +427.5% |
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