+22.2%
LQD vs NVMI
+3,158.6%
-3,136.5%
-25.0%
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% | -0.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -1.3% | -8.4% | +7.1% | -1.0% |
| 3M | -3.2% | -33.6% | +30.4% | -2.0% |
| 6M | -2.1% | -14.7% | +12.5% | -2.0% |
| YTD | -2.4% | +13.2% | -15.6% | -3.2% |
| 1Y | -2.7% | +29.0% | -31.7% | -4.1% |
| 3Y | +14.2% | +215.0% | -200.8% | +7.3% |
| 5Y | -5.8% | +268.6% | -274.4% | -12.7% |
| All | +22.2% | +3,158.6% | -3,136.5% | +6.5% |
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 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