+133.9%
NVS vs LTH
+160.9%
-27.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +4.0% | -0.6% | +4.7% | +4.1% |
| 30D | +3.6% | -4.6% | +8.2% | +3.9% |
| 3M | +7.8% | +32.8% | -25.0% | +5.4% |
| 6M | -0.2% | +64.6% | -64.8% | -4.1% |
| YTD | +19.6% | +62.6% | -43.1% | +14.9% |
| 1Y | +28.4% | +49.9% | -21.6% | +23.9% |
| 3Y | +76.2% | +151.3% | -75.1% | +62.8% |
| All | +133.9% | +160.9% | -27.0% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling