+1,533.3%
LITE vs NVS
+257.6%
+1,275.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | -12.9% | +1.3% | -14.2% | -13.1% |
| 30D | -46.0% | +13.9% | -59.8% | -47.8% |
| 3M | -33.0% | +4.7% | -37.7% | -34.8% |
| 6M | -34.0% | +12.1% | -46.1% | -38.1% |
| YTD | +61.7% | +22.3% | +39.4% | +46.4% |
| 1Y | +148.3% | +33.5% | +114.8% | +116.6% |
| 3Y | +1,408.5% | +94.7% | +1,313.8% | +950.0% |
| 5Y | +546.2% | +137.6% | +408.6% | +284.0% |
| 10Y | +1,533.3% | +254.5% | +1,278.8% | +719.1% |
| All | +1,533.3% | +257.6% | +1,275.8% | +719.1% |
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