-25.7%
NOK vs LII
+2,734.1%
-2,759.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.6% | +3.3% |
| 7D | -10.5% | -0.6% | -9.9% | -10.4% |
| 30D | -27.9% | -4.6% | -23.3% | -27.3% |
| 3M | -18.8% | -21.2% | +2.5% | -12.9% |
| 6M | -41.9% | -36.4% | -5.5% | -33.6% |
| YTD | +18.4% | -28.9% | +47.3% | +29.3% |
| 1Y | +10.9% | -29.5% | +40.4% | +21.3% |
| 3Y | +137.9% | -8.6% | +146.5% | +129.7% |
| 5Y | +47.8% | +20.2% | +27.6% | +26.7% |
| 10Y | +116.4% | +166.2% | -49.9% | +35.3% |
| All | -25.7% | +2,734.1% | -2,759.9% | -82.9% |
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