+10,310.1%
NVDA vs LII
+170.7%
+10,139.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -5.4% |
| 7D | -11.6% | -1.2% | -10.4% | -11.2% |
| 30D | -22.1% | -2.0% | -20.1% | -22.0% |
| 3M | -20.1% | -20.2% | +0.1% | -11.3% |
| 6M | -16.8% | -32.5% | +15.8% | -1.3% |
| YTD | -4.0% | -27.4% | +23.4% | +6.8% |
| 1Y | -4.8% | -28.2% | +23.4% | +6.0% |
| 3Y | +281.7% | -7.2% | +288.9% | +245.0% |
| 5Y | +485.4% | +19.9% | +465.5% | +334.7% |
| 10Y | +10,310.1% | +168.6% | +10,141.4% | +4,078.5% |
| All | +10,310.1% | +170.7% | +10,139.4% | +4,078.5% |
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