+218.9%
NVO vs LII
+169.1%
+49.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | +3.3% | +2.9% | +0.3% | +2.7% |
| 30D | +9.2% | +0.9% | +8.3% | +8.9% |
| 3M | -9.8% | -15.5% | +5.8% | -6.9% |
| 6M | -10.4% | -30.2% | +19.8% | -5.1% |
| YTD | -14.1% | -26.8% | +12.7% | -10.5% |
| 1Y | -11.1% | -25.3% | +14.2% | -7.8% |
| 3Y | -54.9% | -7.8% | -47.2% | -55.9% |
| 5Y | -17.4% | +17.0% | -34.4% | -24.8% |
| All | +218.9% | +169.1% | +49.8% | +139.8% |
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