+1,624.3%
LNT vs NVS
+1,076.7%
+547.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.2% | -15.4% | +15.6% | +4.7% |
| 30D | -0.5% | -12.3% | +11.8% | +2.7% |
| 3M | -5.5% | -7.8% | +2.3% | -4.0% |
| 6M | -3.8% | -13.0% | +9.2% | -0.7% |
| YTD | +6.8% | +2.8% | +4.1% | +4.9% |
| 1Y | +9.3% | +10.6% | -1.3% | +4.8% |
| 3Y | +47.9% | +55.1% | -7.1% | +27.6% |
| 5Y | +31.6% | +91.7% | -60.1% | +6.1% |
| 10Y | +150.1% | +181.2% | -31.1% | +79.8% |
| All | +1,624.3% | +1,076.7% | +547.6% | +812.3% |
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