+284.9%
NSC vs LII
+169.1%
+115.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +2.5% | +2.9% | -0.5% | +1.4% |
| 30D | +1.7% | +0.9% | +0.8% | +1.0% |
| 3M | -2.6% | -15.5% | +13.0% | +3.2% |
| 6M | +6.4% | -30.2% | +36.6% | +18.7% |
| YTD | +15.5% | -26.8% | +42.3% | +25.2% |
| 1Y | +17.6% | -25.3% | +42.9% | +26.2% |
| 3Y | +75.0% | -7.8% | +82.7% | +63.1% |
| 5Y | +32.2% | +17.0% | +15.2% | +7.1% |
| All | +284.9% | +169.1% | +115.7% | +113.7% |
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