+859.4%
NEM vs LII
+2,734.1%
-1,874.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +13.4% | -0.6% | +14.0% | +13.5% |
| 30D | +6.5% | -4.6% | +11.1% | +7.0% |
| 3M | +14.9% | -21.2% | +36.1% | +18.4% |
| 6M | +5.5% | -36.4% | +42.0% | +11.3% |
| YTD | +21.9% | -28.9% | +50.8% | +26.6% |
| 1Y | +47.9% | -29.5% | +77.4% | +53.7% |
| 3Y | +238.2% | -8.6% | +246.8% | +236.7% |
| 5Y | +146.2% | +20.2% | +126.0% | +134.3% |
| 10Y | +309.3% | +166.2% | +143.1% | +249.4% |
| All | +859.4% | +2,734.1% | -1,874.8% | +656.8% |
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