-20.0%
NOK vs LII
+2,783.5%
-2,803.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -20.4% | -2.4% | -18.0% | -20.3% |
| 3M | -9.6% | -17.5% | +7.9% | -4.6% |
| 6M | -35.6% | -32.8% | -2.8% | -27.8% |
| YTD | +27.5% | -27.7% | +55.2% | +38.5% |
| 1Y | +18.4% | -28.1% | +46.4% | +28.7% |
| 3Y | +151.8% | -9.7% | +161.5% | +144.3% |
| 5Y | +61.1% | +19.5% | +41.6% | +38.5% |
| 10Y | +123.7% | +170.6% | -46.9% | +39.2% |
| All | -20.0% | +2,783.5% | -2,803.5% | -81.7% |
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