+104.8%
LSCC vs NVS
+90.8%
+14.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.5% |
| 7D | +7.0% | -1.3% | +8.2% | +7.1% |
| 30D | -2.3% | +9.3% | -11.6% | -3.1% |
| 3M | -12.5% | +5.8% | -18.3% | -13.4% |
| 6M | -10.6% | +7.2% | -17.8% | -12.2% |
| YTD | +52.7% | +20.0% | +32.7% | +46.3% |
| 1Y | +74.0% | +25.4% | +48.6% | +65.0% |
| 3Y | +104.8% | +89.2% | +15.6% | +91.6% |
| All | +104.8% | +90.8% | +14.0% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling