+750.3%
NVT vs LII
+103.3%
+646.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.7% |
| 7D | +4.1% | -6.3% | +10.3% | +8.0% |
| 30D | -5.1% | -13.0% | +7.9% | +2.7% |
| 3M | -1.2% | -29.0% | +27.9% | +18.1% |
| 6M | +46.6% | -27.7% | +74.2% | +72.0% |
| YTD | +60.0% | -24.2% | +84.2% | +80.8% |
| 1Y | +70.8% | -34.8% | +105.6% | +110.5% |
| 3Y | +187.5% | -4.2% | +191.8% | +169.7% |
| 5Y | +426.1% | +20.9% | +405.3% | +314.8% |
| All | +750.3% | +103.3% | +646.9% | +303.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling