+6,443.8%
CDNS vs LSCC
+9,784.2%
-3,340.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +0.7% |
| 7D | -2.4% | +13.0% | -15.4% | -6.1% |
| 30D | -10.2% | -19.8% | +9.7% | -4.8% |
| 3M | -5.5% | -18.4% | +12.9% | -0.7% |
| 6M | -9.9% | -16.1% | +6.3% | -7.5% |
| YTD | +2.3% | +42.7% | -40.4% | -11.2% |
| 1Y | -1.4% | +68.0% | -69.4% | -18.6% |
| 3Y | +28.1% | +85.8% | -57.8% | -2.9% |
| 5Y | +79.7% | +28.0% | +51.7% | +45.7% |
| 10Y | +1,183.3% | +1,255.1% | -71.8% | +412.4% |
| All | +6,443.8% | +9,784.2% | -3,340.4% | +662.1% |
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