-20.1%
NVDL vs LVS
-31.5%
+11.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.5% | -12.6% | -6.5% |
| 7D | -14.0% | +13.4% | -27.4% | -15.0% |
| 30D | -31.2% | +12.2% | -43.4% | -31.9% |
| 3M | -15.5% | -10.7% | -4.8% | -14.2% |
| 6M | -10.3% | -19.8% | +9.6% | -5.4% |
| YTD | -5.8% | -35.8% | +30.0% | +3.5% |
| 1Y | -20.1% | -31.8% | +11.7% | -14.3% |
| All | -20.1% | -31.5% | +11.4% | -14.3% |
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