+1,142.9%
NI vs LII
+3,124.4%
-1,981.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -3.5% | -12.6% | +9.1% | -1.2% |
| 3M | -9.1% | -24.4% | +15.3% | -4.9% |
| 6M | -11.8% | -28.7% | +16.9% | -7.2% |
| YTD | +1.1% | -19.1% | +20.2% | +3.8% |
| 1Y | +6.7% | -29.7% | +36.4% | +12.1% |
| 3Y | +71.1% | +4.8% | +66.3% | +63.2% |
| 5Y | +94.3% | +24.6% | +69.7% | +76.3% |
| 10Y | +135.8% | +169.2% | -33.4% | +81.4% |
| All | +1,142.9% | +3,124.4% | -1,981.5% | +549.9% |
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