+36.0%
NVS vs LII
-26.0%
+62.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +3.1% |
| 7D | +5.7% | +7.9% | -2.2% | +4.6% |
| 30D | +17.1% | -0.6% | +17.7% | +16.9% |
| 3M | +7.6% | -19.3% | +27.0% | +10.3% |
| 6M | +14.1% | -29.8% | +43.9% | +18.0% |
| YTD | +23.3% | -25.4% | +48.7% | +24.9% |
| 1Y | +36.0% | -26.2% | +62.2% | +37.8% |
| All | +36.0% | -26.0% | +62.0% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling