-20.0%
LVS vs NVDX
+9.6%
-29.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | -3.5% | -10.2% | +6.7% | -3.2% |
| 30D | -6.2% | -7.3% | +1.1% | -6.0% |
| 3M | -14.8% | +5.5% | -20.4% | -15.2% |
| 6M | -20.9% | +18.3% | -39.1% | -22.4% |
| YTD | -33.0% | +11.4% | -44.5% | -34.6% |
| 1Y | -20.0% | +12.7% | -32.7% | -21.2% |
| All | -20.0% | +9.6% | -29.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling