+81.4%
LSCC vs CGNX
+45.2%
+36.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.3% |
| 7D | +3.3% | +3.2% | +0.2% | +2.1% |
| 30D | -7.4% | +6.0% | -13.4% | -9.2% |
| 3M | -16.2% | +3.5% | -19.7% | -16.5% |
| 6M | +31.9% | +26.3% | +5.6% | +26.2% |
| YTD | +62.8% | +79.2% | -16.5% | +38.8% |
| 1Y | +81.4% | +43.8% | +37.6% | +66.9% |
| All | +81.4% | +45.2% | +36.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling