+163.0%
LII vs NTRS
+259.9%
-97.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.2% |
| 7D | -6.3% | +1.4% | -7.6% | -6.8% |
| 30D | -13.0% | -0.7% | -12.4% | -12.8% |
| 3M | -29.0% | +11.3% | -40.4% | -32.2% |
| 6M | -27.7% | +35.5% | -63.2% | -36.3% |
| YTD | -24.2% | +40.6% | -64.8% | -34.6% |
| 1Y | -34.8% | +49.2% | -84.0% | -45.2% |
| 3Y | -4.2% | +167.2% | -171.5% | -37.4% |
| 5Y | +20.9% | +94.9% | -74.0% | -12.4% |
| All | +163.0% | +259.9% | -97.0% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling