+1,016.0%
LSCC vs NVS
+1,297.4%
-281.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | +5.0% | +2.5% | +2.5% | +3.7% |
| 30D | -11.7% | +13.6% | -25.3% | -18.1% |
| 3M | -13.3% | +4.1% | -17.4% | -17.1% |
| 6M | -12.5% | +11.8% | -24.3% | -20.6% |
| YTD | +51.2% | +22.0% | +29.2% | +30.7% |
| 1Y | +65.9% | +32.3% | +33.6% | +36.6% |
| 3Y | +95.3% | +93.6% | +1.8% | +25.1% |
| 5Y | +38.6% | +136.7% | -98.1% | -22.6% |
| 10Y | +1,352.3% | +254.6% | +1,097.7% | +528.8% |
| All | +1,016.0% | +1,297.4% | -281.4% | +146.4% |
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