-7.5%
NOC vs LII
-26.0%
+18.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.8% |
| 7D | -5.0% | +7.9% | -12.9% | -5.5% |
| 30D | +10.3% | -0.6% | +10.9% | +10.3% |
| 3M | -4.3% | -19.3% | +15.0% | -3.1% |
| 6M | -6.5% | -29.8% | +23.3% | -4.6% |
| YTD | -6.7% | -25.4% | +18.7% | -5.8% |
| 1Y | -7.5% | -26.2% | +18.7% | -6.9% |
| All | -7.5% | -26.0% | +18.5% | -6.9% |
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 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