+901.5%
LITE vs NVS
+113.6%
+787.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.0% |
| 7D | -1.5% | +4.0% | -5.6% | -1.5% |
| 30D | +6.7% | +3.6% | +3.1% | +6.6% |
| 3M | -6.8% | +7.8% | -14.6% | -7.2% |
| 6M | +29.4% | -0.2% | +29.6% | +30.0% |
| YTD | +139.1% | +19.6% | +119.5% | +136.4% |
| 1Y | +521.0% | +28.4% | +492.6% | +510.7% |
| 3Y | +1,535.3% | +76.2% | +1,459.1% | +1,417.7% |
| All | +901.5% | +113.6% | +787.9% | +726.6% |
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