+2,494.8%
NVDL vs LII
+42.5%
+2,452.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.1% |
| 7D | -8.7% | -3.5% | -5.2% | -6.3% |
| 30D | -1.3% | -13.5% | +12.2% | +9.0% |
| 3M | +11.4% | -26.0% | +37.4% | +33.7% |
| 6M | +22.9% | -26.8% | +49.7% | +47.2% |
| YTD | +15.4% | -22.9% | +38.3% | +28.8% |
| 1Y | +18.8% | -32.6% | +51.4% | +46.2% |
| 3Y | +641.4% | -1.3% | +642.7% | +569.1% |
| All | +2,494.8% | +42.5% | +2,452.3% | +1,521.5% |
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