-24.1%
NU vs LVS
-31.5%
+7.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.2% | +1.6% |
| 7D | +0.2% | +13.4% | -13.2% | -3.0% |
| 30D | -21.0% | +12.2% | -33.2% | -23.4% |
| 3M | -16.3% | -10.7% | -5.6% | -12.6% |
| 6M | -15.3% | -19.8% | +4.5% | -8.5% |
| YTD | -28.4% | -35.8% | +7.4% | -18.4% |
| 1Y | -24.1% | -31.8% | +7.7% | -17.0% |
| All | -24.1% | -31.5% | +7.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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