+69.8%
LSCC vs NVS
+33.1%
+36.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.5% |
| 7D | +19.3% | +1.3% | +18.0% | +19.4% |
| 30D | -9.6% | +13.9% | -23.5% | -9.4% |
| 3M | -12.4% | +4.7% | -17.1% | -11.7% |
| 6M | -10.5% | +12.1% | -22.6% | -13.4% |
| YTD | +54.8% | +22.3% | +32.4% | +46.2% |
| All | +69.8% | +33.1% | +36.7% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling