+129.8%
NOK vs LII
+163.1%
-33.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.8% |
| 7D | +9.3% | +0.5% | +8.9% | +9.1% |
| 30D | +17.9% | -11.2% | +29.1% | +22.2% |
| 3M | -22.3% | -28.8% | +6.5% | -14.3% |
| 6M | +36.4% | -26.9% | +63.3% | +48.8% |
| YTD | +66.3% | -22.2% | +88.5% | +77.1% |
| 1Y | +134.4% | -32.0% | +166.4% | +159.5% |
| 3Y | +186.6% | -0.4% | +187.0% | +167.7% |
| 5Y | +102.7% | +22.4% | +80.2% | +70.0% |
| 10Y | +129.8% | +171.4% | -41.6% | +57.6% |
| All | +129.8% | +163.1% | -33.3% | +57.6% |
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 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