-58.2%
NKE vs LII
+2.8%
-60.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.1% | +2.1% | -2.2% | -0.6% |
| 30D | -7.7% | -12.4% | +4.7% | -4.4% |
| 3M | -10.9% | -24.8% | +13.9% | -5.2% |
| 6M | -31.9% | -25.2% | -6.7% | -27.9% |
| YTD | -38.6% | -20.3% | -18.4% | -36.6% |
| 1Y | -46.9% | -32.9% | -14.0% | -42.1% |
| 3Y | -58.2% | +2.0% | -60.2% | -56.1% |
| All | -58.2% | +2.8% | -60.9% | -56.1% |
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