+730.1%
NVT vs LSCC
+2,099.0%
-1,368.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -1.9% |
| 7D | +7.0% | +1.4% | +5.6% | +6.5% |
| 30D | -2.3% | -10.0% | +7.7% | +1.2% |
| 3M | -3.1% | -16.1% | +13.0% | +2.6% |
| 6M | +47.0% | +27.4% | +19.6% | +35.5% |
| YTD | +56.2% | +56.9% | -0.7% | +33.8% |
| 1Y | +74.5% | +74.6% | 0.0% | +43.8% |
| 3Y | +184.0% | +26.0% | +158.1% | +141.4% |
| 5Y | +410.8% | +86.1% | +324.6% | +264.9% |
| All | +730.1% | +2,099.0% | -1,368.9% | +253.3% |
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