+1,047.6%
NVS vs LII
+3,124.4%
-2,076.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +3.6% | -12.6% | +16.2% | +5.5% |
| 3M | +7.8% | -24.4% | +32.2% | +11.5% |
| 6M | -0.2% | -28.7% | +28.5% | +3.8% |
| YTD | +19.6% | -19.1% | +38.7% | +22.0% |
| 1Y | +28.4% | -29.7% | +58.1% | +33.4% |
| 3Y | +76.2% | +4.8% | +71.4% | +70.4% |
| 5Y | +111.1% | +24.6% | +86.5% | +96.4% |
| 10Y | +224.3% | +169.2% | +55.0% | +166.2% |
| All | +1,047.6% | +3,124.4% | -2,076.8% | +566.6% |
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 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