+14,873.4%
NVDA vs LII
+171.4%
+14,702.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.2% |
| 7D | +5.9% | -0.7% | +6.6% | +6.2% |
| 30D | +5.1% | -12.6% | +17.7% | +12.5% |
| 3M | +5.4% | -24.4% | +29.8% | +19.3% |
| 6M | +26.0% | -28.7% | +54.7% | +45.6% |
| YTD | +23.7% | -19.1% | +42.8% | +31.4% |
| 1Y | +34.4% | -29.7% | +64.1% | +52.7% |
| 3Y | +375.8% | +4.8% | +371.0% | +305.5% |
| 5Y | +911.8% | +24.6% | +887.2% | +645.6% |
| All | +14,873.4% | +171.4% | +14,702.0% | +6,363.4% |
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