-18.7%
NVO vs LSCC
+36.6%
-55.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.4% | -5.8% | +1.7% |
| 7D | +2.3% | +19.3% | -17.0% | +0.2% |
| 30D | +7.1% | -9.6% | +16.7% | +8.0% |
| 3M | -11.3% | -12.4% | +1.1% | -10.6% |
| 6M | -9.0% | -10.5% | +1.4% | -9.9% |
| YTD | -14.6% | +54.8% | -69.4% | -22.8% |
| 1Y | -4.9% | +79.4% | -84.3% | -16.0% |
| 3Y | -54.9% | +109.6% | -164.5% | -62.6% |
| 5Y | -18.7% | +40.4% | -59.0% | -32.1% |
| All | -18.7% | +36.6% | -55.2% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling