+12.7%
NLY vs LII
-34.1%
+46.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -4.0% | -6.3% | +2.3% | -3.0% |
| 30D | -5.2% | -13.0% | +7.8% | -3.1% |
| 3M | +2.8% | -29.0% | +31.9% | +7.8% |
| 6M | +4.2% | -27.7% | +31.9% | +7.9% |
| YTD | +4.7% | -24.2% | +28.9% | +7.3% |
| 1Y | +12.7% | -34.8% | +47.5% | +16.6% |
| All | +12.7% | -34.1% | +46.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling