+2,622.7%
NVDL vs LSCC
+53.2%
+2,569.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.9% |
| 30D | +3.4% | -10.0% | +13.4% | +12.2% |
| 3M | +8.1% | -16.1% | +24.2% | +21.5% |
| 6M | +31.9% | +27.4% | +4.5% | +2.7% |
| YTD | +21.1% | +56.9% | -35.8% | -22.5% |
| 1Y | +34.0% | +74.6% | -40.5% | -22.3% |
| 3Y | +677.9% | +26.0% | +652.0% | +460.5% |
| All | +2,622.7% | +53.2% | +2,569.6% | +1,270.9% |
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