+1,234.7%
NI vs LII
+2,734.1%
-1,499.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +9.6% | -4.6% | +14.2% | +10.4% |
| 3M | +2.5% | -21.2% | +23.7% | +6.8% |
| 6M | -5.8% | -36.4% | +30.6% | +1.5% |
| YTD | +8.6% | -28.9% | +37.5% | +13.9% |
| 1Y | +6.0% | -29.5% | +35.5% | +11.3% |
| 3Y | +91.0% | -8.6% | +99.6% | +86.7% |
| 5Y | +104.8% | +20.2% | +84.6% | +86.6% |
| 10Y | +176.7% | +166.2% | +10.5% | +113.1% |
| All | +1,234.7% | +2,734.1% | -1,499.4% | +613.3% |
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