+692.2%
NVDL vs LSCC
+27.3%
+664.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -5.0% |
| 7D | +7.3% | +5.2% | +2.1% | +3.4% |
| 30D | -0.7% | -9.6% | +9.0% | +7.1% |
| 3M | +9.5% | -17.8% | +27.3% | +24.3% |
| 6M | +41.6% | +37.4% | +4.2% | +5.6% |
| YTD | +23.3% | +59.7% | -36.3% | -20.3% |
| 1Y | +40.3% | +76.2% | -35.9% | -16.9% |
| 3Y | +692.2% | +28.2% | +664.0% | +423.3% |
| All | +692.2% | +27.3% | +664.9% | +423.3% |
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 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