+7,999.2%
NVDA vs LII
+166.1%
+7,833.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.0% |
| 7D | -8.5% | -0.2% | -8.3% | -8.5% |
| 30D | -27.3% | -0.6% | -26.7% | -27.7% |
| 3M | -25.8% | -17.0% | -8.8% | -19.2% |
| 6M | -24.6% | -31.1% | +6.6% | -11.6% |
| YTD | -10.7% | -27.7% | +17.0% | -0.5% |
| 1Y | -14.0% | -26.2% | +12.1% | -5.8% |
| 3Y | +244.9% | -9.6% | +254.5% | +217.3% |
| 5Y | +449.3% | +15.7% | +433.6% | +317.2% |
| All | +7,999.2% | +166.1% | +7,833.1% | +3,603.7% |
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