+1,381.0%
NET vs LII
+67.7%
+1,313.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.2% |
| 7D | -16.4% | +7.9% | -24.3% | -19.4% |
| 30D | -25.8% | -0.6% | -25.2% | -26.2% |
| 3M | -11.5% | -19.3% | +7.8% | -3.5% |
| 6M | +18.9% | -29.8% | +48.8% | +34.6% |
| YTD | +35.2% | -25.4% | +60.6% | +43.7% |
| 1Y | +14.5% | -26.2% | +40.7% | +22.2% |
| 3Y | +313.8% | -4.5% | +318.3% | +251.9% |
| 5Y | +32.6% | +26.7% | +5.9% | -12.6% |
| All | +1,381.0% | +67.7% | +1,313.3% | +924.0% |
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 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