+0.6%
NVO vs LSCC
+85.6%
-85.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.3% |
| 7D | +0.1% | +5.2% | -5.1% | -0.6% |
| 30D | -3.2% | -9.6% | +6.4% | -2.1% |
| 3M | +11.5% | -17.8% | +29.3% | +13.2% |
| 6M | +22.9% | +37.4% | -14.5% | +14.4% |
| YTD | -6.8% | +59.7% | -66.5% | -15.6% |
| 1Y | -12.6% | +76.2% | -88.9% | -22.4% |
| 3Y | -49.6% | +28.2% | -77.8% | -55.3% |
| 5Y | +0.6% | +87.2% | -86.6% | -21.2% |
| All | +0.6% | +85.6% | -85.1% | -21.2% |
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 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