+129.4%
NVT vs LII
-8.2%
+137.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +8.0% | +2.9% | +5.0% | +6.7% |
| 30D | -24.8% | +0.9% | -25.7% | -26.2% |
| 3M | -32.4% | -15.5% | -16.9% | -27.6% |
| 6M | -33.5% | -30.2% | -3.3% | -23.0% |
| YTD | +13.2% | -26.8% | +40.0% | +25.7% |
| 1Y | +9.0% | -25.3% | +34.2% | +19.4% |
| 3Y | +129.4% | -7.8% | +137.1% | +101.0% |
| All | +129.4% | -8.2% | +137.5% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling