+0.7%
NVO vs LII
+21.2%
-20.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -4.7% | +0.5% | -5.2% | -4.8% |
| 30D | -5.4% | -11.2% | +5.8% | -3.5% |
| 3M | +7.0% | -28.8% | +35.8% | +12.7% |
| 6M | +17.6% | -26.9% | +44.5% | +22.6% |
| YTD | -8.0% | -22.2% | +14.1% | -5.7% |
| 1Y | -13.8% | -32.0% | +18.1% | -9.1% |
| 3Y | -50.3% | -0.4% | -49.8% | -51.8% |
| 5Y | +0.7% | +22.4% | -21.8% | -1.2% |
| All | +0.7% | +21.2% | -20.5% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling