+125.7%
NU vs LSCC
+20.0%
+105.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.4% |
| 7D | +7.5% | +1.3% | +6.2% | +7.2% |
| 30D | +6.1% | -9.7% | +15.8% | +8.3% |
| 3M | +26.8% | -23.7% | +50.5% | +32.5% |
| 6M | +2.5% | +26.5% | -24.0% | -5.6% |
| YTD | -8.2% | +57.5% | -65.7% | -20.0% |
| 1Y | +3.4% | +75.7% | -72.3% | -12.7% |
| All | +125.7% | +20.0% | +105.7% | +98.6% |
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 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