+1,049.9%
NVS vs LII
+2,806.7%
-1,756.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -2.8% | -2.3% | -0.5% | -2.5% |
| 30D | +11.5% | -1.7% | +13.1% | +11.6% |
| 3M | +3.7% | -18.3% | +22.0% | +6.6% |
| 6M | +10.4% | -32.3% | +42.7% | +15.8% |
| YTD | +19.8% | -27.1% | +46.9% | +24.0% |
| 1Y | +26.6% | -27.2% | +53.8% | +31.0% |
| 3Y | +90.1% | -8.9% | +99.0% | +87.7% |
| 5Y | +133.4% | +19.7% | +113.7% | +118.1% |
| 10Y | +251.0% | +168.9% | +82.1% | +188.2% |
| All | +1,049.9% | +2,806.7% | -1,756.8% | +577.2% |
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