+25.4%
LSCC vs NVMI
+198.0%
-172.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | -1.3% |
| 7D | +1.3% | +6.6% | -5.3% | -2.6% |
| 30D | -9.7% | -7.5% | -2.1% | -5.6% |
| 3M | -23.7% | -28.5% | +4.8% | -6.9% |
| 6M | +26.5% | -15.7% | +42.2% | +40.1% |
| YTD | +57.5% | +13.3% | +44.2% | +47.8% |
| 1Y | +75.7% | +48.3% | +27.4% | +42.2% |
| All | +25.4% | +198.0% | -172.6% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling