+26.9%
NLY vs LII
+21.0%
+5.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -3.6% | -3.5% | -0.1% | -2.5% |
| 30D | -4.9% | -13.5% | +8.6% | -0.5% |
| 3M | +6.2% | -26.0% | +32.2% | +15.2% |
| 6M | +4.5% | -26.8% | +31.3% | +13.0% |
| YTD | +5.1% | -22.9% | +28.0% | +11.0% |
| 1Y | +13.5% | -32.6% | +46.1% | +25.2% |
| 3Y | +65.6% | -1.3% | +66.9% | +49.9% |
| 5Y | +26.9% | +23.1% | +3.8% | -4.8% |
| All | +26.9% | +21.0% | +5.9% | -4.8% |
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