+41.5%
NU vs LVS
+19.5%
+22.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -4.9% | -3.5% | -1.4% | -3.4% |
| 30D | +7.8% | -6.2% | +14.1% | +10.9% |
| 3M | +20.9% | -14.8% | +35.8% | +29.6% |
| 6M | +0.9% | -20.9% | +21.8% | +11.5% |
| YTD | -12.7% | -33.0% | +20.4% | +3.1% |
| 1Y | -6.4% | -20.0% | +13.6% | +0.8% |
| 3Y | +98.1% | -6.9% | +105.0% | +87.7% |
| All | +41.5% | +19.5% | +22.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling