-74.9%
NKE vs LII
+21.2%
-96.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -10.4% | -11.2% | +0.9% | -6.3% |
| 3M | -15.5% | -28.8% | +13.3% | -5.8% |
| 6M | -32.6% | -26.9% | -5.7% | -26.5% |
| YTD | -39.8% | -22.2% | -17.6% | -36.3% |
| 1Y | -47.6% | -32.0% | -15.6% | -41.5% |
| 3Y | -59.0% | -0.4% | -58.6% | -63.3% |
| 5Y | -74.9% | +22.4% | -97.4% | -81.6% |
| All | -74.9% | +21.2% | -96.1% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling