+1,031.9%
NBIS vs LII
-34.2%
+1,066.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.0% |
| 7D | +8.2% | -0.7% | +9.0% | +8.6% |
| 30D | +3.4% | -12.6% | +16.0% | +9.5% |
| 3M | -12.8% | -24.4% | +11.6% | -2.4% |
| 6M | +131.5% | -28.7% | +160.2% | +164.6% |
| YTD | +170.5% | -19.1% | +189.6% | +185.2% |
| 1Y | +248.8% | -29.7% | +278.5% | +291.8% |
| All | +1,031.9% | -34.2% | +1,066.2% | +1,361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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