-13.0%
NKE vs LII
+166.1%
-179.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -4.6% | -0.2% | -4.3% | -4.4% |
| 30D | +6.9% | -0.6% | +7.5% | +6.8% |
| 3M | -5.8% | -17.0% | +11.2% | +1.1% |
| 6M | -9.1% | -31.1% | +22.0% | +2.9% |
| YTD | -39.2% | -27.7% | -11.5% | -33.4% |
| 1Y | -39.2% | -26.2% | -13.1% | -34.2% |
| 3Y | -61.8% | -9.6% | -52.2% | -63.7% |
| 5Y | -75.5% | +15.7% | -91.2% | -80.1% |
| All | -13.0% | +166.1% | -179.1% | -50.2% |
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 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