-9.4%
NVTS vs LII
+28.2%
-37.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.5% |
| 7D | +3.5% | +0.5% | +3.0% | +3.1% |
| 30D | -11.9% | -11.2% | -0.7% | -4.0% |
| 3M | -49.2% | -28.8% | -20.4% | -37.2% |
| 6M | +38.4% | -26.9% | +65.3% | +67.5% |
| YTD | +62.5% | -22.2% | +84.7% | +83.4% |
| 1Y | +101.4% | -32.0% | +133.3% | +153.6% |
| 3Y | +40.4% | -0.4% | +40.9% | +25.9% |
| All | -9.4% | +28.2% | -37.6% | -40.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling