-98.8%
NVD vs LSCC
+81.4%
-180.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.1% | -12.6% | -0.1% |
| 7D | +16.8% | +13.0% | +3.9% | +30.3% |
| 30D | +54.3% | -19.8% | +74.2% | +36.8% |
| 3M | +24.3% | -18.4% | +42.7% | +14.7% |
| 6M | +0.6% | -16.1% | +16.7% | +1.3% |
| YTD | -27.7% | +42.7% | -70.4% | +20.2% |
| 1Y | -29.4% | +68.0% | -97.4% | +37.1% |
| 3Y | -98.8% | +85.8% | -184.7% | -96.0% |
| All | -98.8% | +81.4% | -180.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling