+717.0%
NVT vs LII
+116.9%
+600.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.9% |
| 7D | +5.1% | -0.7% | +5.8% | +5.5% |
| 30D | -3.7% | -12.6% | +8.9% | +4.0% |
| 3M | -10.1% | -24.4% | +14.3% | +3.6% |
| 6M | +37.5% | -28.7% | +66.2% | +63.2% |
| YTD | +53.7% | -19.1% | +72.9% | +67.4% |
| 1Y | +70.9% | -29.7% | +100.6% | +101.4% |
| 3Y | +180.4% | +4.8% | +175.6% | +149.5% |
| 5Y | +393.5% | +24.6% | +368.9% | +284.1% |
| All | +717.0% | +116.9% | +600.1% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling