+48.8%
NU vs LII
+24.7%
+24.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.6% |
| 7D | +7.5% | -0.7% | +8.2% | +7.8% |
| 30D | +6.1% | -12.6% | +18.8% | +13.4% |
| 3M | +26.8% | -24.4% | +51.3% | +42.7% |
| 6M | +2.5% | -28.7% | +31.2% | +17.8% |
| YTD | -8.2% | -19.1% | +11.0% | -3.1% |
| 1Y | +3.4% | -29.7% | +33.1% | +17.4% |
| 3Y | +116.2% | +4.8% | +111.4% | +69.5% |
| All | +48.8% | +24.7% | +24.1% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling