-40.7%
NRG vs LII
-26.1%
-14.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +10.0% | +2.9% | +7.0% | +9.3% |
| 30D | -3.2% | +0.9% | -4.2% | -4.2% |
| 3M | -18.5% | -15.5% | -3.0% | -15.1% |
| 6M | -25.3% | -30.2% | +4.9% | -19.0% |
| YTD | -38.1% | -26.8% | -11.3% | -34.0% |
| 1Y | -40.7% | -25.3% | -15.4% | -37.0% |
| All | -40.7% | -26.1% | -14.6% | -37.0% |
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