+48.9%
NVTS vs LSCC
+99.6%
-50.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -1.7% |
| 7D | +3.9% | +7.0% | -3.0% | -1.7% |
| 30D | -4.3% | -2.3% | -2.0% | -2.1% |
| 3M | -34.5% | -12.5% | -22.0% | -26.0% |
| 6M | -57.7% | -10.6% | -47.1% | -51.0% |
| YTD | +25.4% | +52.7% | -27.3% | -3.9% |
| 1Y | +13.1% | +74.0% | -60.8% | -21.3% |
| 3Y | +48.9% | +104.8% | -55.9% | -13.0% |
| All | +48.9% | +99.6% | -50.7% | -13.0% |
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