+1,280.3%
NRG vs LII
+2,644.4%
-1,364.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -18.3% | -17.0% | -1.3% | -13.3% |
| 6M | -28.0% | -31.1% | +3.1% | -19.2% |
| 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% | +123.8% |
| 5Y | +212.3% | +15.7% | +196.6% | +174.9% |
| 10Y | +992.0% | +166.9% | +825.1% | +584.7% |
| All | +1,280.3% | +2,644.4% | -1,364.0% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling