+1,242.9%
CDNS vs LSCC
+1,398.6%
-155.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.4% | -3.3% | +2.2% |
| 7D | +2.1% | +19.3% | -17.2% | -4.5% |
| 30D | -4.6% | -9.6% | +5.0% | -1.8% |
| 3M | -0.8% | -12.4% | +11.6% | +2.8% |
| 6M | -7.2% | -10.5% | +3.2% | -6.6% |
| YTD | +7.7% | +54.8% | -47.1% | -13.4% |
| 1Y | +3.5% | +79.4% | -75.9% | -21.4% |
| 3Y | +31.2% | +109.6% | -78.4% | -13.9% |
| 5Y | +84.5% | +40.4% | +44.2% | +31.0% |
| 10Y | +1,242.9% | +1,379.1% | -136.2% | +357.6% |
| All | +1,242.9% | +1,398.6% | -155.7% | +357.6% |
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