-6.3%
NVTS vs LII
+31.4%
-37.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.7% |
| 7D | +9.7% | +2.1% | +7.6% | +7.9% |
| 30D | -13.6% | -12.4% | -1.2% | -4.8% |
| 3M | -51.0% | -24.8% | -26.2% | -42.1% |
| 6M | +46.3% | -25.2% | +71.5% | +73.9% |
| YTD | +68.1% | -20.3% | +88.3% | +86.2% |
| 1Y | +113.9% | -32.9% | +146.8% | +172.9% |
| 3Y | +45.3% | +2.0% | +43.2% | +27.8% |
| All | -6.3% | +31.4% | -37.7% | -39.9% |
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