-29.7%
LII vs NTRS
+46.5%
-76.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -12.6% | +1.2% | -13.8% | -13.1% |
| 3M | -24.4% | +8.3% | -32.8% | -26.8% |
| 6M | -28.7% | +30.0% | -58.7% | -35.8% |
| YTD | -19.1% | +38.0% | -57.2% | -30.1% |
| 1Y | -29.7% | +47.4% | -77.1% | -41.3% |
| All | -29.7% | +46.5% | -76.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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