+214.7%
LSCC vs NVMI
+1,639.9%
-1,425.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.7% | -4.6% | +4.3% |
| 7D | +13.0% | +0.3% | +12.7% | +12.9% |
| 30D | -19.8% | -17.1% | -2.7% | -15.9% |
| 3M | -18.4% | -17.9% | -0.5% | -14.0% |
| 6M | -16.1% | -41.4% | +25.3% | -4.0% |
| YTD | +42.7% | -4.6% | +47.4% | +46.8% |
| 1Y | +68.0% | -0.3% | +68.3% | +71.1% |
| 3Y | +85.8% | +214.5% | -128.6% | +47.4% |
| 5Y | +28.0% | +148.5% | -120.4% | +8.2% |
| 10Y | +1,255.1% | +2,435.9% | -1,180.8% | +694.9% |
| All | +214.7% | +1,639.9% | -1,425.2% | +31.7% |
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