-3.3%
LVS vs NVS
+179.5%
-182.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -3.5% | -14.3% | +10.8% | +2.0% |
| 30D | -6.2% | -10.0% | +3.7% | -3.0% |
| 3M | -14.8% | -10.9% | -3.9% | -11.7% |
| 6M | -20.9% | -12.0% | -8.9% | -17.7% |
| YTD | -33.0% | +2.5% | -35.6% | -35.0% |
| 1Y | -20.0% | +10.7% | -30.7% | -25.1% |
| 3Y | -6.9% | +53.3% | -60.2% | -26.2% |
| 5Y | +9.1% | +93.6% | -84.5% | -25.2% |
| All | -3.3% | +179.5% | -182.8% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling