+48.7%
LVS vs NVS
+538.9%
-490.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.7% | -15.4% | +12.7% | +5.5% |
| 30D | -4.7% | -12.3% | +7.6% | +1.3% |
| 3M | -15.6% | -7.8% | -7.8% | -13.1% |
| 6M | -18.6% | -13.0% | -5.7% | -13.8% |
| YTD | -32.3% | +2.8% | -35.0% | -34.9% |
| 1Y | -18.0% | +10.6% | -28.7% | -24.7% |
| 3Y | -5.8% | +55.1% | -60.9% | -30.5% |
| 5Y | +5.7% | +91.7% | -85.9% | -33.1% |
| 10Y | 0.0% | +181.2% | -181.2% | -51.9% |
| All | +48.7% | +538.9% | -490.2% | -60.7% |
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 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