-49.6%
NVO vs LSCC
+27.3%
-76.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | +0.1% | +5.2% | -5.1% | -0.5% |
| 30D | -3.2% | -9.6% | +6.4% | -2.2% |
| 3M | +11.5% | -17.8% | +29.3% | +13.1% |
| 6M | +22.9% | +37.4% | -14.5% | +14.0% |
| YTD | -6.8% | +59.7% | -66.5% | -16.0% |
| 1Y | -12.6% | +76.2% | -88.9% | -22.7% |
| 3Y | -49.6% | +28.2% | -77.8% | -57.8% |
| All | -49.6% | +27.3% | -76.8% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling