+1,062.6%
LSCC vs NVS
+1,269.4%
-206.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +3.1% |
| 7D | +1.3% | +4.0% | -2.7% | -1.2% |
| 30D | -9.7% | +3.6% | -13.3% | -12.1% |
| 3M | -23.7% | +7.8% | -31.5% | -28.1% |
| 6M | +26.5% | -0.2% | +26.7% | +24.7% |
| YTD | +57.5% | +19.6% | +37.9% | +39.8% |
| 1Y | +75.7% | +28.4% | +47.3% | +48.9% |
| 3Y | +19.5% | +76.2% | -56.7% | -18.0% |
| 5Y | +83.8% | +111.1% | -27.3% | +11.4% |
| 10Y | +1,772.4% | +224.3% | +1,548.1% | +765.1% |
| All | +1,062.6% | +1,269.4% | -206.7% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling