+186.3%
NOC vs LII
+167.7%
+18.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -2.7% | +2.1% | -4.8% | -3.0% |
| 30D | -8.9% | -12.4% | +3.6% | -6.8% |
| 3M | -3.7% | -24.8% | +21.1% | +0.4% |
| 6M | -30.8% | -25.2% | -5.6% | -28.1% |
| YTD | -7.9% | -20.3% | +12.3% | -5.7% |
| 1Y | -9.4% | -32.9% | +23.5% | -4.3% |
| 3Y | +29.0% | +2.0% | +26.9% | +20.8% |
| 5Y | +56.1% | +24.4% | +31.6% | +36.9% |
| 10Y | +186.3% | +167.2% | +19.0% | +105.3% |
| All | +186.3% | +167.7% | +18.5% | +105.3% |
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