+82.0%
LSCC vs NVS
+113.6%
-31.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.6% |
| 7D | +1.3% | +4.0% | -2.7% | -0.1% |
| 30D | -9.7% | +3.6% | -13.3% | -10.9% |
| 3M | -23.7% | +7.8% | -31.5% | -26.3% |
| 6M | +26.5% | -0.2% | +26.7% | +25.9% |
| YTD | +57.5% | +19.6% | +37.9% | +46.6% |
| 1Y | +75.7% | +28.4% | +47.3% | +59.0% |
| 3Y | +19.5% | +76.2% | -56.7% | -5.6% |
| All | +82.0% | +113.6% | -31.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling