-32.7%
NVTS vs LII
+17.1%
-49.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +11.0% |
| 7D | +1.5% | -0.6% | +2.1% | +2.0% |
| 30D | -23.8% | -4.6% | -19.2% | -22.1% |
| 3M | -30.6% | -21.2% | -9.3% | -18.2% |
| 6M | -48.4% | -36.4% | -11.9% | -31.0% |
| YTD | +20.6% | -28.9% | +49.5% | +43.7% |
| 1Y | -2.5% | -29.5% | +27.0% | +17.0% |
| 3Y | +44.0% | -8.6% | +52.6% | +35.9% |
| 5Y | -42.6% | +20.2% | -62.8% | -60.8% |
| All | -32.7% | +17.1% | -49.8% | -53.6% |
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