-30.4%
LVS vs NVT
+712.1%
-742.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.4% |
| 7D | -2.7% | +7.0% | -9.7% | -5.7% |
| 30D | -4.7% | -2.3% | -2.4% | -4.4% |
| 3M | -15.6% | -3.1% | -12.5% | -16.8% |
| 6M | -18.6% | +47.0% | -65.7% | -35.8% |
| YTD | -32.3% | +56.2% | -88.5% | -48.7% |
| 1Y | -18.0% | +74.5% | -92.6% | -42.0% |
| 3Y | -5.8% | +184.0% | -189.9% | -53.3% |
| 5Y | +5.7% | +410.8% | -405.0% | -64.3% |
| All | -30.4% | +712.1% | -742.5% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling