+2,494.8%
NVDL vs LSCC
+51.4%
+2,443.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -3.8% |
| 7D | -8.7% | +0.4% | -9.1% | -9.0% |
| 30D | -1.3% | -9.5% | +8.2% | +6.7% |
| 3M | +11.4% | -13.8% | +25.1% | +22.5% |
| 6M | +22.9% | +24.5% | -1.6% | -2.5% |
| YTD | +15.4% | +55.1% | -39.7% | -25.5% |
| 1Y | +18.8% | +72.5% | -53.7% | -30.5% |
| 3Y | +641.4% | +24.5% | +616.9% | +439.0% |
| All | +2,494.8% | +51.4% | +2,443.3% | +1,218.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling