-31.8%
LVS vs NVS
+37.6%
-69.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +5.8% |
| 7D | +13.4% | +5.7% | +7.7% | +12.3% |
| 30D | +12.2% | +17.1% | -4.9% | +9.6% |
| 3M | -10.7% | +7.6% | -18.4% | -12.0% |
| 6M | -19.8% | +14.1% | -33.9% | -21.7% |
| YTD | -35.8% | +23.3% | -59.1% | -37.4% |
| 1Y | -31.8% | +36.0% | -67.8% | -34.6% |
| All | -31.8% | +37.6% | -69.4% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling