+302.5%
NSC vs LSCC
+1,398.6%
-1,096.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | +0.4% |
| 7D | -5.4% | +19.3% | -24.7% | -8.5% |
| 30D | +2.9% | -9.6% | +12.6% | +4.1% |
| 3M | -2.2% | -12.4% | +10.3% | -0.9% |
| 6M | +5.3% | -10.5% | +15.7% | +4.5% |
| YTD | +14.8% | +54.8% | -40.0% | +0.9% |
| 1Y | +16.6% | +79.4% | -62.8% | -0.8% |
| 3Y | +78.6% | +109.6% | -31.0% | +39.1% |
| 5Y | +27.2% | +40.4% | -13.2% | +1.8% |
| 10Y | +302.5% | +1,379.1% | -1,076.6% | +88.4% |
| All | +302.5% | +1,398.6% | -1,096.0% | +88.4% |
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