+1,358.0%
LITE vs NVS
+90.8%
+1,267.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.4% |
| 7D | +10.8% | -1.3% | +12.0% | +10.3% |
| 30D | -33.4% | +9.3% | -42.7% | -31.2% |
| 3M | -32.2% | +5.8% | -38.0% | -30.1% |
| 6M | -42.1% | +7.2% | -49.3% | -40.1% |
| YTD | +61.9% | +20.0% | +41.9% | +70.9% |
| 1Y | +163.0% | +25.4% | +137.6% | +179.3% |
| 3Y | +1,358.0% | +89.2% | +1,268.8% | +1,538.8% |
| All | +1,358.0% | +90.8% | +1,267.2% | +1,538.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling