+1,770.2%
LOW vs NVMI
+1,933.5%
-163.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -2.6% | +3.8% | -6.4% | -3.0% |
| 30D | -11.1% | -7.6% | -3.6% | -10.6% |
| 3M | -8.5% | -28.0% | +19.5% | -6.3% |
| 6M | -20.8% | -15.3% | -5.5% | -20.4% |
| YTD | -17.2% | +11.5% | -28.7% | -19.1% |
| 1Y | -24.7% | +31.6% | -56.3% | -27.8% |
| 3Y | -9.7% | +207.0% | -216.7% | -21.8% |
| 5Y | +6.0% | +262.8% | -256.8% | -10.3% |
| 10Y | +230.5% | +3,074.6% | -2,844.1% | +134.4% |
| All | +1,770.2% | +1,933.5% | -163.3% | +962.7% |
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