-28.0%
NRG vs LII
-32.8%
+4.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +21.7% | -0.2% | +21.9% | +21.7% |
| 30D | -8.1% | -0.6% | -7.5% | -8.7% |
| 3M | -18.3% | -17.0% | -1.3% | -14.8% |
| 6M | -28.0% | -31.1% | +3.1% | -25.4% |
| All | -28.0% | -32.8% | +4.8% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling