-2.7%
LQD vs NVMI
+32.8%
-35.4%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.1% |
| 3M | -3.2% | -33.6% | +30.4% | -2.5% |
| 6M | -2.1% | -14.7% | +12.5% | -1.9% |
| YTD | -2.4% | +13.2% | -15.6% | -2.4% |
| 1Y | -2.7% | +29.0% | -31.7% | -2.9% |
| All | -2.7% | +32.8% | -35.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling