+45.5%
NOK vs LII
+19.9%
+25.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.6% | +3.2% |
| 7D | -10.5% | -0.6% | -9.9% | -10.4% |
| 30D | -27.9% | -4.6% | -23.3% | -27.5% |
| 3M | -18.8% | -21.2% | +2.5% | -13.6% |
| 6M | -41.9% | -36.4% | -5.5% | -34.5% |
| YTD | +18.4% | -28.9% | +47.3% | +28.2% |
| 1Y | +10.9% | -29.5% | +40.4% | +20.2% |
| 3Y | +137.9% | -8.6% | +146.5% | +121.8% |
| All | +45.5% | +19.9% | +25.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling