+227.1%
NVT vs LII
+17.0%
+210.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +8.0% | +2.9% | +5.0% | +6.5% |
| 30D | -24.8% | +0.9% | -25.7% | -26.3% |
| 3M | -32.4% | -15.5% | -16.9% | -27.4% |
| 6M | -33.5% | -30.2% | -3.3% | -22.5% |
| YTD | +13.2% | -26.8% | +40.0% | +26.8% |
| 1Y | +9.0% | -25.3% | +34.2% | +20.4% |
| 3Y | +129.4% | -7.8% | +137.1% | +118.3% |
| All | +227.1% | +17.0% | +210.1% | +164.1% |
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