+220.0%
NRG vs LSCC
+27.3%
+192.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +9.3% | +5.2% | +4.0% | +7.7% |
| 30D | +1.3% | -9.6% | +10.9% | +4.1% |
| 3M | -6.0% | -17.8% | +11.8% | -2.1% |
| 6M | -22.0% | +37.4% | -59.4% | -30.3% |
| YTD | -24.1% | +59.7% | -83.8% | -35.4% |
| 1Y | -18.0% | +76.2% | -94.3% | -32.3% |
| 3Y | +220.0% | +28.2% | +191.8% | +154.3% |
| All | +220.0% | +27.3% | +192.8% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling