+924.9%
NRG vs LII
+169.1%
+755.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +10.0% | +2.9% | +7.0% | +8.9% |
| 30D | -3.2% | +0.9% | -4.2% | -4.4% |
| 3M | -18.5% | -15.5% | -3.0% | -13.8% |
| 6M | -25.3% | -30.2% | +4.9% | -16.2% |
| YTD | -38.1% | -26.8% | -11.3% | -32.5% |
| 1Y | -40.7% | -25.3% | -15.4% | -36.0% |
| 3Y | +121.8% | -7.8% | +129.5% | +116.3% |
| 5Y | +209.2% | +17.0% | +192.3% | +166.3% |
| All | +924.9% | +169.1% | +755.8% | +611.5% |
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