+309.6%
NSC vs LII
+162.0%
+147.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.1% |
| 7D | -6.6% | -0.6% | -6.0% | -6.4% |
| 30D | +2.2% | -4.6% | +6.7% | +3.5% |
| 3M | -6.2% | -21.2% | +15.0% | +1.8% |
| 6M | +1.7% | -36.4% | +38.1% | +17.6% |
| YTD | +12.2% | -28.9% | +41.2% | +23.0% |
| 1Y | +15.4% | -29.5% | +44.9% | +26.7% |
| 3Y | +73.3% | -8.6% | +81.9% | +61.8% |
| 5Y | +24.7% | +20.2% | +4.5% | -0.8% |
| All | +309.6% | +162.0% | +147.6% | +132.4% |
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 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