+916.4%
NEM vs LII
+3,124.4%
-2,208.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -1.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +23.1% | -12.6% | +35.7% | +25.2% |
| 3M | +18.5% | -24.4% | +42.9% | +22.4% |
| 6M | +7.8% | -28.7% | +36.5% | +12.1% |
| YTD | +29.1% | -19.1% | +48.3% | +32.1% |
| 1Y | +72.7% | -29.7% | +102.4% | +79.4% |
| 3Y | +248.7% | +4.8% | +244.0% | +241.2% |
| 5Y | +148.7% | +24.6% | +124.1% | +135.6% |
| 10Y | +304.8% | +169.2% | +135.6% | +244.8% |
| All | +916.4% | +3,124.4% | -2,208.0% | +689.3% |
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