+167.7%
LII vs NVMI
+3,108.0%
-2,940.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -3.5% | +3.8% | -7.3% | -4.4% |
| 30D | -13.5% | -7.6% | -6.0% | -12.1% |
| 3M | -26.0% | -28.0% | +2.0% | -20.8% |
| 6M | -26.8% | -15.3% | -11.5% | -24.9% |
| YTD | -22.9% | +11.5% | -34.3% | -26.4% |
| 1Y | -32.6% | +31.6% | -64.2% | -38.7% |
| 3Y | -1.3% | +207.0% | -208.3% | -30.6% |
| 5Y | +23.1% | +262.8% | -239.8% | -19.0% |
| All | +167.7% | +3,108.0% | -2,940.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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