+2,502.5%
LITE vs NVS
+175.1%
+2,327.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -13.9% | +25.0% | +15.1% |
| 7D | +12.6% | -14.6% | +27.2% | +17.0% |
| 30D | +9.9% | -11.9% | +21.8% | +12.3% |
| 3M | +9.3% | -6.0% | +15.2% | +8.1% |
| 6M | +75.2% | -11.4% | +86.6% | +77.1% |
| YTD | +165.5% | +2.9% | +162.6% | +152.2% |
| 1Y | +555.0% | +10.2% | +544.7% | +502.4% |
| 3Y | +1,870.5% | +55.3% | +1,815.2% | +1,383.3% |
| 5Y | +1,009.8% | +89.6% | +920.2% | +616.0% |
| 10Y | +2,502.5% | +176.1% | +2,326.4% | +1,351.3% |
| All | +2,502.5% | +175.1% | +2,327.4% | +1,351.3% |
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