+55.3%
NVS vs LII
+2.8%
+52.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.4% | -12.6% | -13.8% |
| 7D | -14.6% | +2.1% | -16.7% | -14.8% |
| 30D | -11.9% | -12.4% | +0.5% | -10.7% |
| 3M | -6.0% | -24.8% | +18.8% | -3.6% |
| 6M | -11.4% | -25.2% | +13.8% | -9.3% |
| YTD | +2.9% | -20.3% | +23.2% | +4.6% |
| 1Y | +10.2% | -32.9% | +43.2% | +13.6% |
| 3Y | +55.3% | +2.0% | +53.3% | +55.5% |
| All | +55.3% | +2.8% | +52.5% | +55.5% |
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