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  • LII vs NVMI✓SelectedUSD · NVMILII vs NVMI performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

LII vs NVMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,640.6%
NVMI return
+1,967.2%
Excess return
+4,673.4%
Maximum drawdown
-53.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNVMIExcessAlpha
1D+1.2%+5.5%-4.3%+0.6%
7D-0.7%+6.6%-7.3%-1.4%
30D-12.6%-7.5%-5.1%-12.0%
3M-24.4%-28.5%+4.1%-22.1%
6M-28.7%-15.7%-13.0%-27.8%
YTD-19.1%+13.3%-32.5%-20.7%
1Y-29.7%+48.3%-78.0%-33.0%
3Y+4.8%+191.2%-186.5%-7.9%
5Y+24.6%+268.7%-244.1%+6.4%
10Y+169.2%+3,034.8%-2,865.6%+91.8%
All+6,640.6%+1,967.2%+4,673.4%+3,789.5%

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