+332.4%
NEM vs LII
+170.7%
+161.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.1% |
| 7D | +14.7% | -1.2% | +15.9% | +15.0% |
| 30D | +6.2% | -2.0% | +8.2% | +6.4% |
| 3M | +11.0% | -20.2% | +31.2% | +15.2% |
| 6M | +7.9% | -32.5% | +40.4% | +14.6% |
| YTD | +26.2% | -27.4% | +53.5% | +32.1% |
| 1Y | +51.5% | -28.2% | +79.7% | +58.8% |
| 3Y | +290.6% | -7.2% | +297.8% | +286.8% |
| 5Y | +153.1% | +19.9% | +133.2% | +137.0% |
| 10Y | +332.4% | +168.6% | +163.8% | +274.4% |
| All | +332.4% | +170.7% | +161.7% | +274.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling