-24.4%
NKE vs LII
+170.6%
-195.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.6% |
| 7D | -5.5% | -3.5% | -2.1% | -4.2% |
| 30D | -10.4% | -13.5% | +3.1% | -5.1% |
| 3M | -15.8% | -26.0% | +10.2% | -6.9% |
| 6M | -33.4% | -26.8% | -6.6% | -26.9% |
| YTD | -41.0% | -22.9% | -18.1% | -36.9% |
| 1Y | -49.1% | -32.6% | -16.4% | -42.5% |
| 3Y | -59.8% | -1.3% | -58.5% | -63.2% |
| 5Y | -75.5% | +23.1% | -98.5% | -80.5% |
| All | -24.4% | +170.6% | -195.0% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling