+1,046.6%
NRG vs LII
+170.6%
+876.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -0.2% | -3.5% | +3.3% | +1.3% |
| 30D | -6.8% | -13.5% | +6.7% | -1.3% |
| 3M | -7.1% | -26.0% | +18.9% | +2.7% |
| 6M | -27.6% | -26.8% | -0.7% | -19.9% |
| YTD | -29.2% | -22.9% | -6.3% | -23.6% |
| 1Y | -29.9% | -32.6% | +2.7% | -20.6% |
| 3Y | +198.7% | -1.3% | +199.9% | +185.5% |
| 5Y | +192.9% | +23.1% | +169.8% | +148.7% |
| All | +1,046.6% | +170.6% | +876.0% | +581.8% |
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