+213.9%
NRG vs LII
-1.0%
+214.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.1% | -2.7% |
| 7D | +3.9% | +0.5% | +3.4% | +3.7% |
| 30D | -3.0% | -11.2% | +8.2% | +1.5% |
| 3M | -10.9% | -28.8% | +17.9% | -0.3% |
| 6M | -25.3% | -26.9% | +1.6% | -17.7% |
| YTD | -26.8% | -22.2% | -4.6% | -21.8% |
| 1Y | -23.3% | -32.0% | +8.7% | -13.6% |
| All | +213.9% | -1.0% | +214.8% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling