+144.2%
LNT vs NVMI
+3,158.6%
-3,014.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -4.2% | -8.4% | +4.2% | -4.0% |
| 3M | -6.7% | -33.6% | +26.9% | -5.7% |
| 6M | -3.6% | -14.7% | +11.1% | -3.6% |
| YTD | +5.9% | +13.2% | -7.3% | +4.6% |
| 1Y | +7.3% | +29.0% | -21.8% | +5.2% |
| 3Y | +46.5% | +215.0% | -168.5% | +33.4% |
| 5Y | +32.5% | +268.6% | -236.1% | +16.8% |
| All | +144.2% | +3,158.6% | -3,014.5% | +69.2% |
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