+212.0%
NXT vs LSCC
+35.1%
+176.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +3.4% |
| 7D | -9.4% | +7.0% | -16.4% | -11.9% |
| 30D | +15.1% | -2.3% | +17.4% | +15.1% |
| 3M | -9.1% | -12.5% | +3.4% | -6.0% |
| 6M | -30.3% | -10.6% | -19.7% | -28.5% |
| YTD | +9.1% | +52.7% | -43.6% | -5.6% |
| 1Y | +7.9% | +74.0% | -66.1% | -10.2% |
| 3Y | +176.5% | +104.8% | +71.7% | +108.0% |
| All | +212.0% | +35.1% | +176.9% | +160.2% |
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