+212.3%
NRG vs LII
+18.7%
+193.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +21.7% | -0.2% | +21.9% | +21.8% |
| 30D | -8.1% | -0.6% | -7.5% | -8.7% |
| 3M | -18.3% | -17.0% | -1.3% | -13.1% |
| 6M | -28.0% | -31.1% | +3.1% | -19.0% |
| YTD | -37.5% | -27.7% | -9.9% | -31.7% |
| 1Y | -41.1% | -26.2% | -14.9% | -36.2% |
| 3Y | +126.6% | -9.6% | +136.2% | +122.8% |
| 5Y | +212.3% | +15.7% | +196.6% | +164.0% |
| All | +212.3% | +18.7% | +193.6% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling