-75.3%
NKE vs LII
+17.0%
-92.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -2.6% |
| 30D | +7.6% | +0.9% | +6.7% | +7.0% |
| 3M | -6.9% | -15.5% | +8.6% | -1.1% |
| 6M | -8.5% | -30.2% | +21.7% | +2.0% |
| YTD | -38.8% | -26.8% | -12.0% | -33.9% |
| 1Y | -40.6% | -25.3% | -15.3% | -36.5% |
| 3Y | -60.9% | -7.8% | -53.2% | -64.0% |
| All | -75.3% | +17.0% | -92.3% | -81.9% |
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