+55.6%
NOC vs LII
+25.3%
+30.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -7.2% | -12.6% | +5.4% | -6.2% |
| 3M | -5.1% | -24.4% | +19.3% | -3.3% |
| 6M | -31.1% | -28.7% | -2.4% | -29.5% |
| YTD | -8.6% | -19.1% | +10.6% | -7.6% |
| 1Y | -9.7% | -29.7% | +20.0% | -7.8% |
| 3Y | +24.3% | +4.8% | +19.5% | +20.7% |
| All | +55.6% | +25.3% | +30.3% | +47.7% |
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