+1,795.0%
LSCC vs NVS
+175.1%
+1,619.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.9% | +15.3% | +7.6% |
| 7D | +5.2% | -14.6% | +19.8% | +12.0% |
| 30D | -9.6% | -11.9% | +2.3% | -5.6% |
| 3M | -17.8% | -6.0% | -11.8% | -17.5% |
| 6M | +37.4% | -11.4% | +48.8% | +42.1% |
| YTD | +59.7% | +2.9% | +56.8% | +52.7% |
| 1Y | +76.2% | +10.2% | +66.0% | +62.1% |
| 3Y | +28.2% | +55.3% | -27.1% | -4.5% |
| 5Y | +87.2% | +89.6% | -2.4% | +20.3% |
| 10Y | +1,795.0% | +176.1% | +1,618.9% | +1,007.5% |
| All | +1,795.0% | +175.1% | +1,619.9% | +1,007.5% |
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