+165.9%
LII vs NVMI
+2,494.8%
-2,328.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.8% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | +0.9% | -4.1% | +5.0% | +1.3% |
| 3M | -15.5% | -22.8% | +7.2% | -11.3% |
| 6M | -30.2% | -36.9% | +6.7% | -24.0% |
| YTD | -26.8% | -3.2% | -23.6% | -28.6% |
| 1Y | -25.3% | +7.1% | -32.4% | -28.9% |
| 3Y | -7.8% | +181.5% | -189.2% | -34.5% |
| 5Y | +17.0% | +141.2% | -124.2% | -16.7% |
| All | +165.9% | +2,494.8% | -2,328.9% | +20.1% |
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