+1,568.0%
LITE vs NVS
+259.5%
+1,308.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | -1.0% | +23.6% | +22.8% |
| 30D | -36.8% | +12.5% | -49.3% | -38.8% |
| 3M | -33.0% | +5.2% | -38.2% | -35.1% |
| 6M | -37.1% | +8.2% | -45.2% | -40.3% |
| YTD | +69.5% | +19.8% | +49.7% | +54.1% |
| 1Y | +146.1% | +24.8% | +121.3% | +119.8% |
| 3Y | +1,440.8% | +90.0% | +1,350.8% | +977.2% |
| 5Y | +580.4% | +134.3% | +446.2% | +302.8% |
| All | +1,568.0% | +259.5% | +1,308.4% | +701.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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