+10,310.1%
NVDA vs LSCC
+1,398.6%
+8,911.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.4% | -12.7% | -8.6% |
| 7D | -11.6% | +19.3% | -30.9% | -20.0% |
| 30D | -22.1% | -9.6% | -12.4% | -19.1% |
| 3M | -20.1% | -12.4% | -7.7% | -16.5% |
| 6M | -16.8% | -10.5% | -6.3% | -16.9% |
| YTD | -4.0% | +54.8% | -58.8% | -31.7% |
| 1Y | -4.8% | +79.4% | -84.2% | -38.0% |
| 3Y | +281.7% | +109.6% | +172.1% | +99.1% |
| 5Y | +485.4% | +40.4% | +445.0% | +272.5% |
| 10Y | +10,310.1% | +1,379.1% | +8,931.0% | +2,088.2% |
| All | +10,310.1% | +1,398.6% | +8,911.5% | +2,088.2% |
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