+125.7%
NVT vs LSCC
+101.3%
+24.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | -13.0% | +5.0% | -18.0% | -14.6% |
| 30D | -32.7% | -11.7% | -21.0% | -28.9% |
| 3M | -30.6% | -13.3% | -17.3% | -26.0% |
| 6M | -33.6% | -12.5% | -21.1% | -30.0% |
| YTD | +11.0% | +51.2% | -40.2% | -5.8% |
| 1Y | +0.8% | +65.9% | -65.1% | -17.4% |
| 3Y | +125.7% | +95.3% | +30.3% | +60.9% |
| All | +125.7% | +101.3% | +24.3% | +60.9% |
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 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