+192.7%
NXT vs LII
-8.5%
+201.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 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% | +3.5% |
| 6M | -20.3% | -32.3% | +12.0% | -8.6% |
| YTD | +15.5% | -27.1% | +42.6% | +27.9% |
| 1Y | -5.0% | -27.2% | +22.2% | +5.5% |
| All | +192.7% | -8.5% | +201.2% | +144.1% |
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