-55.6%
NVTS vs LSCC
+33.9%
-89.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -1.7% |
| 7D | +3.9% | +7.0% | -3.0% | -1.8% |
| 30D | -4.3% | -2.3% | -2.0% | -2.1% |
| 3M | -34.5% | -12.5% | -22.0% | -25.9% |
| 6M | -57.7% | -10.6% | -47.1% | -51.1% |
| YTD | +25.4% | +52.7% | -27.3% | -7.5% |
| 1Y | +13.1% | +74.0% | -60.8% | -25.1% |
| 3Y | +48.9% | +104.8% | -55.9% | -22.8% |
| All | -55.6% | +33.9% | -89.5% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling