+10.6%
NVS vs LII
-33.3%
+44.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | -15.4% | +0.5% | -15.9% | -15.4% |
| 30D | -12.3% | -11.2% | -1.1% | -10.9% |
| 3M | -7.8% | -28.8% | +21.0% | -4.2% |
| 6M | -13.0% | -26.9% | +13.9% | -10.3% |
| YTD | +2.8% | -22.2% | +25.0% | +4.3% |
| 1Y | +10.6% | -32.0% | +42.6% | +15.1% |
| All | +10.6% | -33.3% | +44.0% | +15.1% |
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