+21.1%
LII vs NTRS
+93.2%
-72.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.3% |
| 7D | -6.3% | +1.4% | -7.6% | -6.9% |
| 30D | -13.0% | -0.7% | -12.4% | -12.8% |
| 3M | -29.0% | +11.3% | -40.4% | -32.8% |
| 6M | -27.7% | +35.5% | -63.2% | -37.8% |
| YTD | -24.2% | +40.6% | -64.8% | -36.5% |
| 1Y | -34.8% | +49.2% | -84.0% | -47.0% |
| 3Y | -4.2% | +167.2% | -171.5% | -43.1% |
| All | +21.1% | +93.2% | -72.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling