+505.8%
NVT vs LII
+94.1%
+411.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +17.4% | -0.2% | +17.6% | +17.5% |
| 30D | -28.4% | -0.6% | -27.8% | -29.3% |
| 3M | -32.4% | -17.0% | -15.4% | -26.1% |
| 6M | -32.2% | -31.1% | -1.0% | -19.1% |
| YTD | +14.0% | -27.7% | +41.6% | +30.0% |
| 1Y | +4.3% | -26.2% | +30.4% | +17.2% |
| 3Y | +131.7% | -9.6% | +141.4% | +121.0% |
| 5Y | +232.4% | +15.7% | +216.7% | +164.6% |
| All | +505.8% | +94.1% | +411.7% | +190.2% |
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