+1,351.6%
LSCC vs NVMI
+2,494.8%
-1,143.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -3.5% |
| 7D | +7.0% | +1.5% | +5.5% | +6.4% |
| 30D | -2.3% | -4.1% | +1.8% | +1.0% |
| 3M | -12.5% | -22.8% | +10.2% | +4.0% |
| 6M | -10.6% | -36.9% | +26.3% | +19.6% |
| YTD | +52.7% | -3.2% | +55.9% | +56.2% |
| 1Y | +74.0% | +7.1% | +66.9% | +66.7% |
| 3Y | +104.8% | +181.5% | -76.7% | -4.1% |
| 5Y | +36.2% | +141.2% | -105.0% | -30.1% |
| All | +1,351.6% | +2,494.8% | -1,143.2% | +247.8% |
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