-26.2%
LII vs NTR
+36.7%
-62.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.6% |
| 7D | +7.9% | +4.3% | +3.6% | +7.9% |
| 30D | -0.6% | +2.6% | -3.2% | -0.6% |
| 3M | -19.3% | +8.5% | -27.9% | -19.3% |
| 6M | -29.8% | -3.3% | -26.5% | -29.3% |
| YTD | -25.4% | +19.6% | -45.0% | -27.2% |
| 1Y | -26.2% | +37.6% | -63.8% | -31.3% |
| All | -26.2% | +36.7% | -62.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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