-18.6%
NRG vs LII
-28.2%
+9.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.3% | +6.2% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | -1.4% | -12.6% | +11.2% | +1.6% |
| 3M | -10.5% | -24.4% | +14.0% | -5.3% |
| 6M | -26.7% | -28.7% | +2.0% | -22.8% |
| YTD | -24.5% | -19.1% | -5.4% | -20.6% |
| 1Y | -18.6% | -29.7% | +11.1% | -14.4% |
| All | -18.6% | -28.2% | +9.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling