+5,928.1%
LII vs NVMI
+1,709.4%
+4,218.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.2% |
| 7D | +0.4% | +7.6% | -7.2% | -0.4% |
| 30D | -2.4% | -7.7% | +5.3% | -1.8% |
| 3M | -17.5% | -15.4% | -2.1% | -16.5% |
| 6M | -32.8% | -37.5% | +4.7% | -30.1% |
| YTD | -27.7% | -0.8% | -26.9% | -28.3% |
| 1Y | -28.1% | +2.4% | -30.5% | -29.0% |
| 3Y | -9.7% | +191.5% | -201.1% | -20.7% |
| 5Y | +19.5% | +156.3% | -136.8% | +5.2% |
| 10Y | +170.6% | +2,539.4% | -2,368.8% | +95.3% |
| All | +5,928.1% | +1,709.4% | +4,218.6% | +3,413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling