-55.5%
NVO vs LII
-8.5%
-47.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -2.6% | -2.3% | -0.3% | -2.2% |
| 30D | +6.5% | -1.7% | +8.2% | +6.7% |
| 3M | -11.8% | -18.3% | +6.5% | -9.0% |
| 6M | -10.3% | -32.3% | +22.0% | -5.4% |
| YTD | -15.2% | -27.1% | +11.9% | -12.8% |
| 1Y | -12.2% | -27.2% | +15.0% | -9.7% |
| All | -55.5% | -8.5% | -47.0% | -54.8% |
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 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