-99.2%
NVD vs LSCC
+26.8%
-126.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +4.9% |
| 7D | -7.7% | +5.2% | -12.9% | -4.1% |
| 30D | -5.8% | -9.6% | +3.9% | -11.3% |
| 3M | -23.2% | -17.8% | -5.4% | -29.1% |
| 6M | -49.7% | +37.4% | -87.2% | -27.9% |
| YTD | -47.7% | +59.7% | -107.4% | -12.7% |
| 1Y | -61.3% | +76.2% | -137.6% | -26.8% |
| 3Y | -99.2% | +28.2% | -127.4% | -97.8% |
| All | -99.2% | +26.8% | -126.0% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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