+101.0%
NVS vs LTH
+150.3%
-49.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -15.7% | -3.7% | -12.0% | -15.4% |
| 30D | -11.1% | -5.3% | -5.8% | -10.7% |
| 3M | -7.2% | +24.2% | -31.4% | -8.8% |
| 6M | -12.3% | +54.8% | -67.2% | -15.4% |
| YTD | +2.8% | +56.1% | -53.3% | -1.0% |
| 1Y | +11.9% | +45.5% | -33.6% | +8.4% |
| 3Y | +55.1% | +155.9% | -100.8% | +43.2% |
| All | +101.0% | +150.3% | -49.3% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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