+2,356.6%
LMT vs NVS
+1,076.7%
+1,279.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | -15.4% | +14.0% | +3.7% |
| 30D | -12.5% | -12.3% | -0.2% | -9.4% |
| 3M | -0.5% | -7.8% | +7.3% | +1.4% |
| 6M | -20.0% | -13.0% | -7.0% | -17.1% |
| YTD | +10.4% | +2.8% | +7.6% | +8.1% |
| 1Y | +17.7% | +10.6% | +7.1% | +12.2% |
| 3Y | +34.3% | +55.1% | -20.8% | +13.0% |
| 5Y | +71.8% | +91.7% | -19.9% | +32.7% |
| 10Y | +187.0% | +181.2% | +5.8% | +94.3% |
| All | +2,356.6% | +1,076.7% | +1,279.9% | +994.3% |
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 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