-9.1%
NVTS vs LVS
+12.6%
-21.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | -1.4% | -3.5% | +2.0% | +0.8% |
| 30D | -16.5% | -6.2% | -10.3% | -13.4% |
| 3M | -47.6% | -14.8% | -32.8% | -42.6% |
| 6M | +7.3% | -20.9% | +28.1% | +22.1% |
| YTD | +62.9% | -33.0% | +95.9% | +104.9% |
| 1Y | +91.3% | -20.0% | +111.3% | +108.4% |
| 3Y | +43.4% | -6.9% | +50.3% | +38.4% |
| All | -9.1% | +12.6% | -21.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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