+226.9%
NXT vs LSCC
+17.9%
+209.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.6% | +1.9% | -3.7% |
| 7D | +24.7% | -4.8% | +29.6% | +26.8% |
| 30D | +13.0% | -27.1% | +40.1% | +25.5% |
| 3M | -0.2% | -23.6% | +23.4% | +8.6% |
| 6M | -19.3% | -19.8% | +0.6% | -13.5% |
| YTD | +14.3% | +33.2% | -18.9% | +4.1% |
| 1Y | -11.0% | +55.2% | -66.2% | -22.4% |
| 3Y | +167.8% | +70.1% | +97.7% | +114.7% |
| All | +226.9% | +17.9% | +209.1% | +187.0% |
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