-25.2%
NVTS vs LSCC
+68.3%
-93.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.4% | +2.8% | +4.0% |
| 7D | +20.8% | +19.3% | +1.5% | +4.8% |
| 30D | -11.1% | -9.6% | -1.5% | -2.4% |
| 3M | -31.0% | -12.4% | -18.6% | -22.0% |
| 6M | -47.4% | -10.5% | -36.9% | -38.8% |
| YTD | +34.2% | +54.8% | -20.6% | -2.1% |
| 1Y | +22.2% | +79.4% | -57.2% | -20.4% |
| 3Y | +68.4% | +109.6% | -41.2% | -14.2% |
| 5Y | -39.0% | +40.4% | -79.4% | -64.2% |
| All | -25.2% | +68.3% | -93.5% | -60.6% |
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