+244.4%
NXT vs LII
+36.7%
+207.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.9% |
| 7D | +15.1% | -1.2% | +16.3% | +15.7% |
| 30D | +21.8% | -2.0% | +23.8% | +22.0% |
| 3M | +1.6% | -20.2% | +21.8% | +11.2% |
| 6M | -16.7% | -32.5% | +15.8% | -3.5% |
| YTD | +20.4% | -27.4% | +47.8% | +34.3% |
| 1Y | +0.2% | -28.2% | +28.4% | +12.4% |
| 3Y | +208.7% | -7.2% | +215.9% | +174.7% |
| All | +244.4% | +36.7% | +207.6% | +144.6% |
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