+101.4%
NVTS vs LII
-33.3%
+134.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.1% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | -11.9% | -11.2% | -0.7% | -6.8% |
| 3M | -49.2% | -28.8% | -20.4% | -41.7% |
| 6M | +38.4% | -26.9% | +65.3% | +53.8% |
| YTD | +62.5% | -22.2% | +84.7% | +67.9% |
| 1Y | +101.4% | -32.0% | +133.3% | +133.8% |
| All | +101.4% | -33.3% | +134.7% | +133.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling