+410.8%
NVT vs LII
+21.2%
+389.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -1.2% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | -2.3% | -11.2% | +8.9% | +3.8% |
| 3M | -3.1% | -28.8% | +25.7% | +13.8% |
| 6M | +47.0% | -26.9% | +74.0% | +69.1% |
| YTD | +56.2% | -22.2% | +78.4% | +72.1% |
| 1Y | +74.5% | -32.0% | +106.5% | +106.4% |
| 3Y | +184.0% | -0.4% | +184.5% | +164.4% |
| 5Y | +410.8% | +22.4% | +388.3% | +321.1% |
| All | +410.8% | +21.2% | +389.6% | +321.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling