+141.2%
NVO vs LSCC
+1,847.8%
-1,706.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | -5.5% | -9.5% | +4.0% | -4.5% |
| 3M | +4.1% | -13.8% | +17.9% | +4.9% |
| 6M | +19.3% | +24.5% | -5.1% | +13.8% |
| YTD | -9.2% | +55.1% | -64.3% | -16.1% |
| 1Y | -15.0% | +72.5% | -87.5% | -22.8% |
| 3Y | -50.9% | +24.5% | -75.4% | -55.3% |
| 5Y | -0.9% | +81.8% | -82.7% | -16.5% |
| All | +141.2% | +1,847.8% | -1,706.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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