+118.0%
NOK vs LII
-28.2%
+146.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | -1.8% | -0.7% | -1.0% | -1.6% |
| 30D | +4.7% | -12.6% | +17.3% | +8.5% |
| 3M | -39.7% | -24.4% | -15.2% | -35.2% |
| 6M | +23.1% | -28.7% | +51.8% | +31.9% |
| YTD | +55.0% | -19.1% | +74.2% | +64.1% |
| 1Y | +118.0% | -29.7% | +147.7% | +134.3% |
| All | +118.0% | -28.2% | +146.2% | +134.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling