+186.9%
LQD vs NVMI
+21,180.8%
-20,993.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -1.1% | +3.8% | -4.9% | -1.1% |
| 30D | -1.1% | -7.6% | +6.4% | -1.1% |
| 3M | -2.3% | -28.0% | +25.6% | -2.2% |
| 6M | -2.9% | -15.3% | +12.4% | -2.8% |
| YTD | -2.3% | +11.5% | -13.8% | -2.4% |
| 1Y | -2.2% | +31.6% | -33.8% | -2.4% |
| 3Y | +14.0% | +207.0% | -192.9% | +13.1% |
| 5Y | -5.8% | +262.8% | -268.6% | -6.7% |
| 10Y | +22.2% | +3,074.6% | -3,052.4% | +21.2% |
| All | +186.9% | +21,180.8% | -20,993.9% | +192.4% |
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