+162.5%
ON vs LSCC
+192.6%
-30.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.6% | -3.0% | -7.2% |
| 7D | -16.3% | -4.8% | -11.4% | -14.3% |
| 30D | -27.0% | -27.1% | +0.1% | -14.8% |
| 3M | -18.1% | -23.6% | +5.5% | -6.7% |
| 6M | -38.6% | -19.8% | -18.8% | -31.4% |
| YTD | +16.4% | +33.2% | -16.9% | +0.1% |
| 1Y | +25.8% | +55.2% | -29.4% | 0.0% |
| 3Y | -7.7% | +70.1% | -77.8% | -32.4% |
| 5Y | +6.6% | +19.5% | -13.0% | -6.9% |
| 10Y | +444.6% | +1,164.9% | -720.3% | +55.2% |
| All | +162.5% | +192.6% | -30.1% | -34.2% |
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 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