-98.6%
NVD vs LII
+3.0%
-101.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +10.6% |
| 7D | +43.9% | +0.4% | +43.5% | +44.2% |
| 30D | +74.0% | -2.4% | +76.4% | +71.3% |
| 3M | +48.3% | -17.5% | +65.8% | +30.3% |
| 6M | +30.3% | -32.8% | +63.2% | +3.0% |
| YTD | -12.9% | -27.7% | +14.8% | -25.0% |
| 1Y | -4.0% | -28.1% | +24.1% | -18.1% |
| 3Y | -98.5% | -9.7% | -88.8% | -98.2% |
| All | -98.6% | +3.0% | -101.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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