+191.2%
NVT vs LII
+2.8%
+188.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.9% |
| 7D | +10.4% | +2.1% | +8.3% | +9.1% |
| 30D | -1.3% | -12.4% | +11.1% | +5.6% |
| 3M | -0.6% | -24.8% | +24.2% | +13.0% |
| 6M | +53.8% | -25.2% | +78.9% | +74.2% |
| YTD | +60.2% | -20.3% | +80.4% | +73.2% |
| 1Y | +76.8% | -32.9% | +109.7% | +111.4% |
| 3Y | +191.2% | +2.0% | +189.2% | +147.6% |
| All | +191.2% | +2.8% | +188.5% | +147.6% |
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 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