+1,864.7%
LSCC vs NVMI
+3,090.4%
-1,225.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +0.5% |
| 7D | +5.2% | +11.7% | -6.5% | -2.0% |
| 30D | -9.6% | -4.0% | -5.6% | -7.4% |
| 3M | -17.8% | -25.8% | +8.0% | -1.1% |
| 6M | +37.4% | -8.3% | +45.8% | +44.6% |
| YTD | +59.7% | +14.8% | +44.8% | +45.2% |
| 1Y | +76.2% | +37.9% | +38.4% | +42.2% |
| 3Y | +28.2% | +216.3% | -188.1% | -45.1% |
| 5Y | +87.2% | +277.2% | -190.0% | -26.2% |
| All | +1,864.7% | +3,090.4% | -1,225.7% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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