+125.1%
NU vs LII
+2.8%
+122.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +6.0% | +2.1% | +3.9% | +5.3% |
| 30D | +10.8% | -12.4% | +23.2% | +15.5% |
| 3M | +32.2% | -24.8% | +57.0% | +43.0% |
| 6M | +5.1% | -25.2% | +30.3% | +13.3% |
| YTD | -8.4% | -20.3% | +11.8% | -4.5% |
| 1Y | +0.7% | -32.9% | +33.7% | +12.0% |
| 3Y | +125.1% | +2.0% | +123.1% | +110.0% |
| All | +125.1% | +2.8% | +122.3% | +110.0% |
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