+342.1%
NEM vs LII
+166.1%
+176.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.2% | -4.8% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -2.6% | -0.6% | -2.0% | -2.6% |
| 3M | -4.2% | -17.0% | +12.8% | -1.3% |
| 6M | -5.5% | -31.1% | +25.7% | 0.0% |
| YTD | +13.5% | -27.7% | +41.2% | +19.0% |
| 1Y | +22.2% | -26.2% | +48.3% | +27.6% |
| 3Y | +249.0% | -9.6% | +258.6% | +247.1% |
| 5Y | +120.1% | +15.7% | +104.4% | +107.3% |
| All | +342.1% | +166.1% | +176.1% | +285.4% |
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