+50.4%
LSCC vs NVDX
+394.1%
-343.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.6% | +0.9% |
| 7D | +5.0% | -34.6% | +39.6% | +18.0% |
| 30D | -11.7% | -47.9% | +36.2% | +6.2% |
| 3M | -13.3% | -44.4% | +31.1% | +2.0% |
| 6M | -12.5% | -47.3% | +34.8% | +3.3% |
| YTD | +51.2% | -36.9% | +88.1% | +67.4% |
| 1Y | +65.9% | -46.8% | +112.7% | +90.8% |
| 3Y | +95.3% | +295.2% | -199.9% | +19.6% |
| All | +50.4% | +394.1% | -343.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling