-98.5%
NVD vs LSCC
+21.3%
-119.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.5% | +9.4% | 0.0% |
| 7D | +28.6% | +7.0% | +21.6% | +35.9% |
| 30D | +73.6% | -2.3% | +75.9% | +78.6% |
| 3M | +70.1% | -12.5% | +82.6% | +66.4% |
| 6M | +53.6% | -10.6% | +64.2% | +63.0% |
| YTD | -7.0% | +52.7% | -59.7% | +60.1% |
| 1Y | -9.0% | +74.0% | -83.0% | +75.5% |
| 3Y | -98.3% | +104.8% | -203.1% | -94.2% |
| All | -98.5% | +21.3% | -119.8% | -96.0% |
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