+56.1%
LSCC vs NVDX
+815.5%
-759.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | -10.0% | +3.0% | -13.0% | -11.2% |
| 3M | -16.1% | +6.8% | -22.8% | -18.3% |
| 6M | +27.4% | +28.6% | -1.2% | +16.2% |
| YTD | +56.9% | +17.0% | +39.9% | +45.7% |
| 1Y | +74.6% | +27.0% | +47.6% | +56.9% |
| All | +56.1% | +815.5% | -759.5% | -27.2% |
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