+56.7%
NOC vs LII
+19.9%
+36.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | -5.8% | -0.6% | -5.2% | -5.8% |
| 30D | +10.9% | -4.6% | +15.5% | +11.2% |
| 3M | -7.1% | -21.2% | +14.1% | -5.5% |
| 6M | -5.3% | -36.4% | +31.1% | -2.3% |
| YTD | -6.8% | -28.9% | +22.1% | -4.9% |
| 1Y | -6.7% | -29.5% | +22.8% | -4.7% |
| 3Y | +17.2% | -8.6% | +25.8% | +14.9% |
| All | +56.7% | +19.9% | +36.8% | +45.2% |
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