+235.9%
NVDA vs LII
-8.2%
+244.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -12.7% | +2.9% | -15.7% | -13.6% |
| 30D | -26.4% | +0.9% | -27.3% | -27.0% |
| 3M | -27.6% | -15.5% | -12.1% | -23.9% |
| 6M | -27.7% | -30.2% | +2.5% | -19.9% |
| YTD | -12.5% | -26.8% | +14.4% | -6.6% |
| 1Y | -12.6% | -25.3% | +12.6% | -8.0% |
| 3Y | +235.9% | -7.8% | +243.7% | +236.2% |
| All | +235.9% | -8.2% | +244.1% | +236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling