+108.7%
LII vs NTR
+100.5%
+8.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.5% |
| 7D | -0.7% | +8.1% | -8.8% | -2.5% |
| 30D | -12.6% | +18.8% | -31.4% | -16.1% |
| 3M | -24.4% | +16.2% | -40.7% | -27.3% |
| 6M | -28.7% | +9.8% | -38.5% | -30.9% |
| YTD | -19.1% | +30.9% | -50.0% | -25.2% |
| 1Y | -29.7% | +41.8% | -71.5% | -36.5% |
| 3Y | +4.8% | +35.8% | -31.0% | -5.8% |
| 5Y | +24.6% | +51.0% | -26.5% | -1.2% |
| All | +108.7% | +100.5% | +8.1% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling