+3,068.2%
LITE vs NVS
+162.2%
+2,905.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | -35.9% | +1.1% | -37.0% | -36.1% |
| 30D | -51.5% | +13.4% | -65.0% | -53.3% |
| 3M | -35.7% | +5.4% | -41.1% | -37.8% |
| 6M | -43.0% | +9.6% | -52.5% | -46.2% |
| YTD | +46.1% | +21.5% | +24.6% | +32.2% |
| 1Y | +124.7% | +32.3% | +92.4% | +96.0% |
| 3Y | +1,172.1% | +92.9% | +1,079.1% | +790.6% |
| 5Y | +477.0% | +134.3% | +342.7% | +249.5% |
| 10Y | +1,465.7% | +272.3% | +1,193.4% | +651.3% |
| All | +3,068.2% | +162.2% | +2,905.9% | +1,746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling