+77.9%
NLY vs LII
+165.8%
-87.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -4.0% | -6.3% | +2.3% | -1.6% |
| 30D | -5.2% | -13.0% | +7.8% | -0.1% |
| 3M | +2.8% | -29.0% | +31.9% | +15.1% |
| 6M | +4.2% | -27.7% | +31.9% | +14.8% |
| YTD | +4.7% | -24.2% | +28.9% | +12.5% |
| 1Y | +12.7% | -34.8% | +47.5% | +28.2% |
| 3Y | +62.5% | -4.2% | +66.8% | +49.6% |
| 5Y | +26.3% | +20.9% | +5.4% | +1.0% |
| All | +77.9% | +165.8% | -87.9% | +4.6% |
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 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