+10,957.9%
LSCC vs CGNX
+12,469.7%
-1,511.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.2% | +3.6% | +1.6% | +3.7% |
| 30D | -9.6% | -6.8% | -2.8% | -7.0% |
| 3M | -17.8% | -0.1% | -17.7% | -17.3% |
| 6M | +37.4% | +26.2% | +11.2% | +26.2% |
| YTD | +59.7% | +73.7% | -14.0% | +22.6% |
| 1Y | +76.2% | +40.4% | +35.8% | +46.8% |
| 3Y | +28.2% | +46.1% | -17.9% | +3.4% |
| 5Y | +87.2% | -25.6% | +112.8% | +99.0% |
| 10Y | +1,795.0% | +171.3% | +1,623.7% | +1,054.5% |
| All | +10,957.9% | +12,469.7% | -1,511.8% | +1,622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling