-99.2%
NVD vs LII
+13.6%
-112.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +3.0% |
| 7D | -7.7% | +2.1% | -9.8% | -6.2% |
| 30D | -5.8% | -12.4% | +6.6% | -14.0% |
| 3M | -23.2% | -24.8% | +1.6% | -34.8% |
| 6M | -49.7% | -25.2% | -24.6% | -56.4% |
| YTD | -47.7% | -20.3% | -27.4% | -52.0% |
| 1Y | -61.3% | -32.9% | -28.4% | -70.2% |
| 3Y | -99.2% | +2.0% | -101.2% | -98.9% |
| All | -99.2% | +13.6% | -112.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling