+63.3%
NLY vs LII
-1.8%
+65.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -3.6% | -3.5% | -0.1% | -2.8% |
| 30D | -4.9% | -13.5% | +8.6% | -1.4% |
| 3M | +6.2% | -26.0% | +32.2% | +13.2% |
| 6M | +4.5% | -26.8% | +31.3% | +11.1% |
| YTD | +5.1% | -22.9% | +28.0% | +9.6% |
| 1Y | +13.5% | -32.6% | +46.1% | +22.8% |
| All | +63.3% | -1.8% | +65.1% | +45.1% |
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