+86.7%
LII vs NTR
+81.1%
+5.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -0.6% | +2.2% | -2.8% | -1.1% |
| 3M | -17.0% | +6.8% | -23.8% | -18.4% |
| 6M | -31.1% | +0.6% | -31.7% | -31.7% |
| YTD | -27.7% | +18.2% | -45.8% | -31.6% |
| 1Y | -26.2% | +21.3% | -47.5% | -30.7% |
| 3Y | -9.6% | +46.6% | -56.3% | -20.7% |
| 5Y | +15.7% | +21.3% | -5.6% | -1.6% |
| All | +86.7% | +81.1% | +5.6% | +28.7% |
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