+88.1%
LII vs NTR
+82.2%
+5.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -1.7% | +5.4% | -7.0% | -2.8% |
| 3M | -18.3% | +7.3% | -25.6% | -19.8% |
| 6M | -32.3% | +2.2% | -34.5% | -33.1% |
| YTD | -27.1% | +18.9% | -46.0% | -31.2% |
| 1Y | -27.2% | +23.7% | -50.9% | -32.0% |
| 3Y | -8.9% | +47.5% | -56.5% | -20.2% |
| 5Y | +19.7% | +22.0% | -2.4% | +1.7% |
| All | +88.1% | +82.2% | +5.9% | +29.5% |
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