+95.6%
LII vs NTR
+97.9%
-2.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.3% | -1.3% | -5.0% | -6.0% |
| 30D | -13.0% | +16.8% | -29.8% | -16.1% |
| 3M | -29.0% | +20.7% | -49.8% | -32.4% |
| 6M | -27.7% | +0.5% | -28.2% | -28.4% |
| YTD | -24.2% | +29.2% | -53.4% | -29.7% |
| 1Y | -34.8% | +39.6% | -74.4% | -40.9% |
| 3Y | -4.2% | +37.9% | -42.1% | -14.3% |
| 5Y | +20.9% | +47.1% | -26.2% | -3.3% |
| All | +95.6% | +97.9% | -2.4% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling