+233.3%
LSCC vs NVMI
+1,709.4%
-1,476.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.8% |
| 7D | +5.0% | +7.6% | -2.6% | +3.3% |
| 30D | -11.7% | -7.7% | -4.0% | -9.7% |
| 3M | -13.3% | -15.4% | +2.1% | -9.3% |
| 6M | -12.5% | -37.5% | +25.0% | -1.4% |
| YTD | +51.2% | -0.8% | +52.0% | +54.2% |
| 1Y | +65.9% | +2.4% | +63.5% | +67.9% |
| 3Y | +95.3% | +191.5% | -96.1% | +57.3% |
| 5Y | +38.6% | +156.3% | -117.7% | +16.2% |
| 10Y | +1,352.3% | +2,539.4% | -1,187.0% | +744.4% |
| All | +233.3% | +1,709.4% | -1,476.1% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling