+28.3%
NSC vs LII
+22.0%
+6.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.5% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +4.1% | -4.6% | +8.7% | +5.2% |
| 3M | -3.3% | -21.7% | +18.4% | +3.1% |
| 6M | +5.9% | -32.8% | +38.7% | +16.4% |
| YTD | +15.5% | -27.5% | +43.0% | +23.2% |
| 1Y | +19.3% | -28.0% | +47.3% | +27.4% |
| 3Y | +79.0% | -7.2% | +86.3% | +68.8% |
| 5Y | +28.3% | +22.6% | +5.7% | +3.8% |
| All | +28.3% | +22.0% | +6.3% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling