+2,661.5%
NOC vs LII
+3,124.4%
-462.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -7.2% | -12.6% | +5.4% | -5.0% |
| 3M | -5.1% | -24.4% | +19.3% | -0.9% |
| 6M | -31.1% | -28.7% | -2.4% | -27.6% |
| YTD | -8.6% | -19.1% | +10.6% | -6.3% |
| 1Y | -9.7% | -29.7% | +20.0% | -5.3% |
| 3Y | +24.3% | +4.8% | +19.5% | +18.1% |
| 5Y | +52.6% | +24.6% | +28.1% | +37.6% |
| 10Y | +183.6% | +169.2% | +14.4% | +115.8% |
| All | +2,661.5% | +3,124.4% | -462.9% | +1,426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling