+137.6%
NVS vs LII
+23.0%
+114.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +13.9% | -2.0% | +15.8% | +14.0% |
| 3M | +4.7% | -20.2% | +24.9% | +7.4% |
| 6M | +12.1% | -32.5% | +44.6% | +16.6% |
| YTD | +22.3% | -27.4% | +49.7% | +25.8% |
| 1Y | +33.5% | -28.2% | +61.7% | +37.4% |
| 3Y | +94.7% | -7.2% | +102.0% | +91.2% |
| 5Y | +137.6% | +19.9% | +117.6% | +118.0% |
| All | +137.6% | +23.0% | +114.6% | +118.0% |
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