+230.2%
NXT vs LII
+37.2%
+193.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -5.7% | -2.3% | -3.4% | -4.8% |
| 30D | +18.5% | -1.7% | +20.2% | +18.6% |
| 3M | -4.1% | -18.3% | +14.2% | +4.0% |
| 6M | -20.3% | -32.3% | +12.0% | -7.8% |
| YTD | +15.5% | -27.1% | +42.6% | +28.6% |
| 1Y | -5.0% | -27.2% | +22.2% | +6.0% |
| 3Y | +191.6% | -8.9% | +200.6% | +162.5% |
| All | +230.2% | +37.2% | +193.0% | +134.2% |
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