+1,266.3%
NVDL vs LII
+35.1%
+1,231.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.7% |
| 7D | -24.8% | +2.9% | -27.7% | -26.3% |
| 30D | -48.0% | +0.9% | -49.0% | -49.1% |
| 3M | -51.5% | -15.5% | -36.0% | -46.4% |
| 6M | -54.9% | -30.2% | -24.7% | -44.4% |
| YTD | -39.2% | -26.8% | -12.4% | -30.7% |
| 1Y | -41.1% | -25.3% | -15.8% | -34.7% |
| 3Y | +262.9% | -7.8% | +270.7% | +237.7% |
| All | +1,266.3% | +35.1% | +1,231.2% | +772.5% |
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