+535.7%
ON vs LSCC
+1,333.6%
-797.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.2% |
| 7D | -4.1% | +5.0% | -9.2% | -7.0% |
| 30D | -10.2% | -11.7% | +1.5% | -3.8% |
| 3M | -12.7% | -13.3% | +0.6% | -5.7% |
| 6M | -32.5% | -12.5% | -20.0% | -27.3% |
| YTD | +28.6% | +51.2% | -22.6% | -3.9% |
| 1Y | +43.4% | +65.9% | -22.5% | +0.7% |
| 3Y | +3.3% | +95.3% | -92.0% | -39.6% |
| 5Y | +22.5% | +38.6% | -16.1% | -13.9% |
| 10Y | +535.7% | +1,352.3% | -816.6% | +50.7% |
| All | +535.7% | +1,333.6% | -797.9% | +50.7% |
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 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