+103.1%
NI vs LII
-8.2%
+111.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +4.3% | +2.9% | +1.4% | +4.0% |
| 30D | +12.4% | +0.9% | +11.5% | +12.1% |
| 3M | +10.2% | -15.5% | +25.7% | +11.8% |
| 6M | -0.8% | -30.2% | +29.4% | +2.3% |
| YTD | +13.2% | -26.8% | +40.1% | +16.0% |
| 1Y | +10.1% | -25.3% | +35.3% | +12.5% |
| 3Y | +103.1% | -7.8% | +110.9% | +93.2% |
| All | +103.1% | -8.2% | +111.3% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling