+1,157.5%
CDNS vs LSCC
+1,244.7%
-87.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +0.2% |
| 7D | -2.4% | +13.0% | -15.4% | -7.0% |
| 30D | -10.2% | -19.8% | +9.7% | -3.5% |
| 3M | -5.5% | -18.4% | +12.9% | +0.4% |
| 6M | -9.9% | -16.1% | +6.3% | -7.2% |
| YTD | +2.3% | +42.7% | -40.4% | -15.2% |
| 1Y | -1.4% | +68.0% | -69.4% | -23.4% |
| 3Y | +28.1% | +85.8% | -57.8% | -12.2% |
| 5Y | +79.7% | +28.0% | +51.7% | +31.8% |
| All | +1,157.5% | +1,244.7% | -87.1% | +340.5% |
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