+1,074.1%
NVS vs LII
+2,796.3%
-1,722.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.1% |
| 3M | +4.7% | -20.2% | +24.9% | +8.0% |
| 6M | +12.1% | -32.5% | +44.6% | +17.6% |
| YTD | +22.3% | -27.4% | +49.7% | +26.7% |
| 1Y | +33.5% | -28.2% | +61.7% | +38.4% |
| 3Y | +94.7% | -7.2% | +102.0% | +91.7% |
| 5Y | +137.6% | +19.9% | +117.6% | +122.0% |
| 10Y | +254.5% | +168.6% | +85.8% | +191.1% |
| All | +1,074.1% | +2,796.3% | -1,722.2% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling