+25.5%
LSCC vs NVMI
+145.1%
-119.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.7% | -4.6% | -1.2% |
| 7D | +13.0% | +0.3% | +12.7% | +12.5% |
| 30D | -19.8% | -17.1% | -2.7% | -8.2% |
| 3M | -18.4% | -17.9% | -0.5% | -6.0% |
| 6M | -16.1% | -41.4% | +25.3% | +20.7% |
| YTD | +42.7% | -4.6% | +47.4% | +45.8% |
| 1Y | +68.0% | -0.3% | +68.3% | +65.6% |
| 3Y | +85.8% | +214.5% | -128.6% | -39.7% |
| All | +25.5% | +145.1% | -119.6% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling