+501.5%
NOW vs LII
+167.2%
+334.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.9% |
| 7D | -6.7% | +0.2% | -6.9% | -6.7% |
| 30D | -25.8% | -4.6% | -21.2% | -25.1% |
| 3M | -12.7% | -21.7% | +9.0% | -5.0% |
| 6M | +11.2% | -32.8% | +44.0% | +24.7% |
| YTD | -33.2% | -27.5% | -5.7% | -29.5% |
| 1Y | -41.8% | -28.0% | -13.8% | -38.5% |
| 3Y | -15.7% | -7.2% | -8.4% | -25.9% |
| 5Y | -26.0% | +22.6% | -48.6% | -45.8% |
| All | +501.5% | +167.2% | +334.3% | +189.8% |
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 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