+2.0%
LII vs NVMI
+212.4%
-210.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +2.1% | +11.7% | -9.6% | -0.5% |
| 30D | -12.4% | -4.0% | -8.4% | -11.8% |
| 3M | -24.8% | -25.8% | +1.0% | -20.4% |
| 6M | -25.2% | -8.3% | -16.8% | -24.5% |
| YTD | -20.3% | +14.8% | -35.1% | -24.0% |
| 1Y | -32.9% | +37.9% | -70.8% | -39.1% |
| 3Y | +2.0% | +216.3% | -214.2% | -30.3% |
| All | +2.0% | +212.4% | -210.4% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling