+144.2%
LNT vs NVS
+179.5%
-35.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.0% | -14.3% | +13.2% | +3.8% |
| 30D | -4.2% | -10.0% | +5.7% | -1.6% |
| 3M | -6.7% | -10.9% | +4.2% | -3.8% |
| 6M | -3.6% | -12.0% | +8.4% | -0.4% |
| YTD | +5.9% | +2.5% | +3.4% | +3.1% |
| 1Y | +7.3% | +10.7% | -3.4% | +1.2% |
| 3Y | +46.5% | +53.3% | -6.8% | +20.4% |
| 5Y | +32.5% | +93.6% | -61.1% | -1.9% |
| All | +144.2% | +179.5% | -35.4% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling