+490.8%
LITE vs NVS
+135.2%
+355.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | -35.9% | +1.1% | -37.0% | -35.8% |
| 30D | -51.5% | +13.4% | -65.0% | -50.7% |
| 3M | -35.7% | +5.4% | -41.1% | -35.1% |
| 6M | -43.0% | +9.6% | -52.5% | -42.6% |
| YTD | +46.1% | +21.5% | +24.6% | +46.2% |
| 1Y | +124.7% | +32.3% | +92.4% | +123.6% |
| 3Y | +1,172.1% | +92.9% | +1,079.1% | +1,074.3% |
| All | +490.8% | +135.2% | +355.7% | +407.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling