+1,266.3%
NVDL vs LSCC
+49.0%
+1,217.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | +0.1% |
| 7D | -24.8% | +7.0% | -31.8% | -29.2% |
| 30D | -48.0% | -2.3% | -45.7% | -47.6% |
| 3M | -51.5% | -12.5% | -39.0% | -47.2% |
| 6M | -54.9% | -10.6% | -44.3% | -53.3% |
| YTD | -39.2% | +52.7% | -91.9% | -61.0% |
| 1Y | -41.1% | +74.0% | -115.1% | -66.4% |
| 3Y | +262.9% | +104.8% | +158.1% | +70.4% |
| All | +1,266.3% | +49.0% | +1,217.3% | +590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling