+309.2%
NVDA vs LII
-8.7%
+317.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.4% |
| 7D | -8.8% | -0.6% | -8.2% | -8.7% |
| 30D | -21.4% | -4.6% | -16.8% | -20.6% |
| 3M | -14.7% | -21.2% | +6.5% | -8.1% |
| 6M | -10.0% | -36.4% | +26.5% | +3.2% |
| YTD | +0.3% | -28.9% | +29.2% | +8.1% |
| 1Y | -0.5% | -29.5% | +29.0% | +7.3% |
| 3Y | +309.2% | -8.6% | +317.7% | +305.4% |
| All | +309.2% | -8.7% | +317.9% | +305.4% |
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 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