+14,981.8%
NVDA vs LSCC
+1,763.3%
+13,218.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | +5.9% | +1.3% | +4.6% | +5.2% |
| 30D | +5.1% | -9.7% | +14.8% | +10.6% |
| 3M | +5.4% | -23.7% | +29.1% | +18.2% |
| 6M | +26.0% | +26.5% | -0.5% | +5.2% |
| YTD | +23.7% | +57.5% | -33.8% | -10.1% |
| 1Y | +34.4% | +75.7% | -41.3% | -9.3% |
| 3Y | +375.8% | +19.5% | +356.3% | +254.4% |
| 5Y | +911.8% | +83.8% | +828.0% | +486.3% |
| All | +14,981.8% | +1,763.3% | +13,218.5% | +3,010.8% |
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