+133.9%
NOK vs LII
+166.1%
-32.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +11.0% | -0.2% | +11.2% | +11.1% |
| 30D | -16.0% | -0.6% | -15.4% | -16.5% |
| 3M | -19.8% | -17.0% | -2.8% | -15.7% |
| 6M | -37.1% | -31.1% | -6.0% | -30.5% |
| YTD | +28.0% | -27.7% | +55.6% | +38.4% |
| 1Y | +17.9% | -26.2% | +44.1% | +26.6% |
| 3Y | +152.7% | -9.6% | +162.3% | +142.0% |
| 5Y | +62.3% | +15.7% | +46.6% | +37.4% |
| All | +133.9% | +166.1% | -32.2% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling