+86.7%
LSCC vs CGNX
-25.4%
+112.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +2.5% |
| 7D | +3.3% | +3.2% | +0.2% | +1.5% |
| 30D | -7.4% | +6.0% | -13.4% | -10.4% |
| 3M | -16.2% | +3.5% | -19.7% | -17.5% |
| 6M | +31.9% | +26.3% | +5.6% | +16.6% |
| YTD | +62.8% | +79.2% | -16.5% | +8.4% |
| 1Y | +81.4% | +43.8% | +37.6% | +37.7% |
| 3Y | +33.1% | +52.0% | -18.9% | -9.9% |
| All | +86.7% | -25.4% | +112.2% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling