+323.6%
NSC vs LII
+168.6%
+155.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -3.2% | -12.6% | +9.4% | +1.6% |
| 3M | +7.7% | -24.4% | +32.1% | +17.4% |
| 6M | +4.5% | -28.7% | +33.2% | +15.7% |
| YTD | +15.6% | -19.1% | +34.7% | +21.3% |
| 1Y | +19.8% | -29.7% | +49.5% | +32.1% |
| 3Y | +70.1% | +4.8% | +65.3% | +51.2% |
| 5Y | +46.1% | +24.6% | +21.6% | +16.7% |
| All | +323.6% | +168.6% | +155.1% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling