-6.3%
NVTS vs LVS
+15.6%
-21.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | +9.7% | +0.3% | +9.4% | +9.5% |
| 30D | -13.6% | -3.9% | -9.7% | -11.8% |
| 3M | -51.0% | -12.9% | -38.1% | -47.1% |
| 6M | +46.3% | -16.9% | +63.3% | +61.5% |
| YTD | +68.1% | -31.2% | +99.3% | +107.8% |
| 1Y | +113.9% | -16.4% | +130.3% | +126.3% |
| 3Y | +45.3% | -4.4% | +49.7% | +37.8% |
| All | -6.3% | +15.6% | -21.8% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling