+1,567.2%
NRG vs LSCC
+1,121.3%
+445.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +6.0% |
| 7D | +7.1% | +1.3% | +5.8% | +6.8% |
| 30D | -1.4% | -9.7% | +8.3% | +0.8% |
| 3M | -10.5% | -23.7% | +13.3% | -6.0% |
| 6M | -26.7% | +26.5% | -53.2% | -31.6% |
| YTD | -24.5% | +57.5% | -82.0% | -33.1% |
| 1Y | -18.6% | +75.7% | -94.2% | -29.8% |
| 3Y | +227.1% | +19.5% | +207.7% | +190.7% |
| 5Y | +198.8% | +83.8% | +115.0% | +129.6% |
| 10Y | +1,122.3% | +1,772.4% | -650.1% | +417.4% |
| All | +1,567.2% | +1,121.3% | +445.9% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling