-31.2%
LVS vs NVT
+731.8%
-763.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -1.5% |
| 7D | -3.5% | +4.1% | -7.5% | -5.3% |
| 30D | -6.2% | -5.1% | -1.1% | -4.7% |
| 3M | -14.8% | -1.2% | -13.7% | -16.7% |
| 6M | -20.9% | +46.6% | -67.4% | -37.4% |
| YTD | -33.0% | +60.0% | -93.0% | -49.8% |
| 1Y | -20.0% | +70.8% | -90.8% | -42.7% |
| 3Y | -6.9% | +187.5% | -194.5% | -54.0% |
| 5Y | +9.1% | +426.1% | -417.1% | -63.7% |
| All | -31.2% | +731.8% | -763.0% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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