-99.2%
NVD vs LII
+10.8%
-110.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.2% |
| 7D | +0.5% | +0.5% | +0.1% | +1.0% |
| 30D | -9.3% | -11.2% | +1.9% | -16.5% |
| 3M | -22.1% | -28.8% | +6.7% | -36.4% |
| 6M | -45.8% | -26.9% | -18.9% | -53.7% |
| YTD | -46.7% | -22.2% | -24.5% | -51.9% |
| 1Y | -59.5% | -32.0% | -27.5% | -68.0% |
| 3Y | -99.2% | -0.4% | -98.7% | -98.9% |
| All | -99.2% | +10.8% | -110.0% | -98.9% |
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