+291.3%
NEM vs LII
+167.7%
+123.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +3.9% | +2.1% | +1.8% | +3.5% |
| 30D | +12.7% | -12.4% | +25.1% | +15.3% |
| 3M | +28.7% | -24.8% | +53.5% | +34.2% |
| 6M | +9.8% | -25.2% | +34.9% | +14.5% |
| YTD | +28.1% | -20.3% | +48.4% | +32.2% |
| 1Y | +69.3% | -32.9% | +102.3% | +79.3% |
| 3Y | +247.7% | +2.0% | +245.6% | +238.9% |
| 5Y | +153.4% | +24.4% | +128.9% | +135.9% |
| 10Y | +291.3% | +167.2% | +124.1% | +249.0% |
| All | +291.3% | +167.7% | +123.6% | +249.0% |
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 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