+2,715.3%
NOC vs LII
+2,734.1%
-18.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.3% |
| 7D | -5.8% | -0.6% | -5.2% | -5.8% |
| 30D | +10.9% | -4.6% | +15.5% | +11.6% |
| 3M | -7.1% | -21.2% | +14.1% | -3.3% |
| 6M | -5.3% | -36.4% | +31.1% | +1.7% |
| YTD | -6.8% | -28.9% | +22.1% | -2.5% |
| 1Y | -6.7% | -29.5% | +22.8% | -2.3% |
| 3Y | +17.2% | -8.6% | +25.8% | +14.1% |
| 5Y | +56.3% | +20.2% | +36.1% | +41.2% |
| 10Y | +173.7% | +166.2% | +7.5% | +108.2% |
| All | +2,715.3% | +2,734.1% | -18.9% | +1,488.8% |
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