-32.6%
LII vs NTR
+41.6%
-74.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -1.0% |
| 7D | -3.5% | -2.5% | -1.0% | -3.6% |
| 30D | -13.5% | +17.0% | -30.5% | -12.9% |
| 3M | -26.0% | +22.2% | -48.2% | -25.6% |
| 6M | -26.8% | +5.2% | -32.0% | -26.2% |
| YTD | -22.9% | +29.7% | -52.5% | -22.8% |
| 1Y | -32.6% | +39.4% | -72.0% | -32.8% |
| All | -32.6% | +41.6% | -74.2% | -32.8% |
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