+25.4%
LSCC vs NVS
+80.7%
-55.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | +1.3% | +4.0% | -2.7% | +0.5% |
| 30D | -9.7% | +3.6% | -13.3% | -10.4% |
| 3M | -23.7% | +7.8% | -31.5% | -25.5% |
| 6M | +26.5% | -0.2% | +26.7% | +26.3% |
| YTD | +57.5% | +19.6% | +37.9% | +50.2% |
| 1Y | +75.7% | +28.4% | +47.3% | +64.7% |
| All | +25.4% | +80.7% | -55.3% | +13.3% |
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 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