+44.8%
NU vs LII
-8.7%
+53.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +3.1% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | -22.8% | -4.6% | -18.2% | -21.6% |
| 3M | -14.8% | -21.2% | +6.4% | -8.2% |
| 6M | -16.9% | -36.4% | +19.5% | -5.3% |
| YTD | -28.1% | -28.9% | +0.8% | -22.3% |
| 1Y | -24.5% | -29.5% | +5.0% | -18.3% |
| 3Y | +44.8% | -8.6% | +53.3% | +35.3% |
| All | +44.8% | -8.7% | +53.5% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling