+181.2%
NVS vs LII
+163.1%
+18.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.3% |
| 7D | -15.4% | +0.5% | -15.9% | -15.4% |
| 30D | -12.3% | -11.2% | -1.1% | -10.5% |
| 3M | -7.8% | -28.8% | +21.0% | -3.0% |
| 6M | -13.0% | -26.9% | +13.9% | -9.2% |
| YTD | +2.8% | -22.2% | +25.0% | +5.9% |
| 1Y | +10.6% | -32.0% | +42.6% | +16.5% |
| 3Y | +55.1% | -0.4% | +55.5% | +48.1% |
| 5Y | +91.7% | +22.4% | +69.2% | +72.3% |
| 10Y | +181.2% | +171.4% | +9.8% | +107.6% |
| All | +181.2% | +163.1% | +18.1% | +107.6% |
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