-25.3%
NVTS vs LII
+19.2%
-44.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.5% |
| 7D | +21.6% | -0.2% | +21.8% | +21.9% |
| 30D | -8.5% | -0.6% | -7.9% | -9.0% |
| 3M | -31.4% | -17.0% | -14.4% | -22.1% |
| 6M | -50.3% | -31.1% | -19.2% | -37.7% |
| YTD | +33.9% | -27.7% | +61.6% | +57.8% |
| 1Y | +10.6% | -26.2% | +36.8% | +28.3% |
| 3Y | +52.7% | -9.6% | +62.3% | +46.0% |
| 5Y | -48.5% | +15.7% | -64.2% | -64.6% |
| All | -25.3% | +19.2% | -44.5% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling