+3,143.8%
LII vs NTRS
+638.6%
+2,505.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.0% |
| 7D | +2.1% | +1.7% | +0.4% | +1.4% |
| 30D | -12.4% | +0.1% | -12.5% | -12.5% |
| 3M | -24.8% | +9.8% | -34.6% | -27.6% |
| 6M | -25.2% | +34.7% | -59.8% | -33.6% |
| YTD | -20.3% | +37.4% | -57.6% | -30.1% |
| 1Y | -32.9% | +48.2% | -81.1% | -43.0% |
| 3Y | +2.0% | +163.5% | -161.5% | -31.5% |
| 5Y | +24.4% | +88.2% | -63.8% | -6.6% |
| 10Y | +167.2% | +246.8% | -79.6% | +49.5% |
| All | +3,143.8% | +638.6% | +2,505.2% | +1,242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling