+1,042.5%
LSCC vs NVS
+1,301.1%
-258.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.1% |
| 7D | +19.3% | +1.3% | +18.0% | +18.5% |
| 30D | -9.6% | +13.9% | -23.5% | -16.3% |
| 3M | -12.4% | +4.7% | -17.1% | -16.5% |
| 6M | -10.5% | +12.1% | -22.6% | -18.8% |
| YTD | +54.8% | +22.3% | +32.4% | +33.6% |
| 1Y | +79.4% | +33.5% | +45.9% | +47.0% |
| 3Y | +109.6% | +94.7% | +14.8% | +33.7% |
| 5Y | +40.4% | +137.6% | -97.2% | -21.8% |
| 10Y | +1,379.1% | +254.5% | +1,124.6% | +540.6% |
| All | +1,042.5% | +1,301.1% | -258.6% | +151.9% |
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