+48.8%
NU vs LSCC
+46.9%
+1.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.7% |
| 7D | +7.5% | +1.3% | +6.2% | +7.0% |
| 30D | +6.1% | -9.7% | +15.8% | +9.7% |
| 3M | +26.8% | -23.7% | +50.5% | +36.1% |
| 6M | +2.5% | +26.5% | -24.0% | -10.7% |
| YTD | -8.2% | +57.5% | -65.7% | -27.3% |
| 1Y | +3.4% | +75.7% | -72.3% | -22.6% |
| 3Y | +116.2% | +19.5% | +96.7% | +78.6% |
| All | +48.8% | +46.9% | +1.9% | -9.3% |
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 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