+44.8%
NU vs LSCC
+81.4%
-36.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.7% | +0.9% |
| 7D | +3.6% | +13.0% | -9.3% | +0.7% |
| 30D | -22.8% | -19.8% | -3.0% | -19.4% |
| 3M | -14.8% | -18.4% | +3.6% | -11.7% |
| 6M | -16.9% | -16.1% | -0.8% | -16.1% |
| YTD | -28.1% | +42.7% | -70.9% | -37.2% |
| 1Y | -24.5% | +68.0% | -92.5% | -36.8% |
| 3Y | +44.8% | +85.8% | -41.1% | +10.7% |
| All | +44.8% | +81.4% | -36.6% | +10.7% |
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