-7.8%
NVTS vs LII
+33.2%
-41.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +5.4% |
| 7D | +2.7% | -0.7% | +3.4% | +3.2% |
| 30D | -4.5% | -12.6% | +8.2% | +5.5% |
| 3M | -61.5% | -24.4% | -37.1% | -54.5% |
| 6M | +28.0% | -28.7% | +56.7% | +58.6% |
| YTD | +65.3% | -19.1% | +84.4% | +81.2% |
| 1Y | +113.0% | -29.7% | +142.7% | +161.2% |
| 3Y | +34.7% | +4.8% | +29.9% | +16.0% |
| All | -7.8% | +33.2% | -41.0% | -41.5% |
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