+26.8%
CDNS vs LSCC
+101.3%
-74.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.7% |
| 7D | +2.4% | +5.0% | -2.6% | +0.9% |
| 30D | -6.0% | -11.7% | +5.7% | -2.9% |
| 3M | -0.1% | -13.3% | +13.2% | +3.3% |
| 6M | -8.6% | -12.5% | +4.0% | -7.2% |
| YTD | +6.1% | +51.2% | -45.1% | -11.2% |
| 1Y | +0.8% | +65.9% | -65.1% | -18.3% |
| 3Y | +26.8% | +95.3% | -68.6% | -8.4% |
| All | +26.8% | +101.3% | -74.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling