+22.4%
LII vs NVMI
+274.3%
-251.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | +0.5% | +6.9% | -6.5% | -1.3% |
| 30D | -11.2% | -2.8% | -8.4% | -10.8% |
| 3M | -28.8% | -27.3% | -1.5% | -23.6% |
| 6M | -26.9% | -13.7% | -13.2% | -25.3% |
| YTD | -22.2% | +13.8% | -36.0% | -26.6% |
| 1Y | -32.0% | +34.9% | -66.8% | -39.2% |
| 3Y | -0.4% | +213.5% | -214.0% | -35.5% |
| 5Y | +22.4% | +272.5% | -250.0% | -27.3% |
| All | +22.4% | +274.3% | -251.9% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling