+489.9%
NVT vs LSCC
+2,019.0%
-1,529.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | -13.0% | +5.0% | -18.0% | -14.2% |
| 30D | -32.7% | -11.7% | -21.0% | -29.5% |
| 3M | -30.6% | -13.3% | -17.3% | -26.8% |
| 6M | -33.6% | -12.5% | -21.1% | -30.5% |
| YTD | +11.0% | +51.2% | -40.2% | -3.2% |
| 1Y | +0.8% | +65.9% | -65.1% | -14.7% |
| 3Y | +125.7% | +95.3% | +30.3% | +71.5% |
| 5Y | +231.1% | +38.6% | +192.5% | +160.0% |
| All | +489.9% | +2,019.0% | -1,529.1% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling