+244.4%
NXT vs LII
+33.8%
+210.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +6.2% |
| 7D | +32.2% | -0.6% | +32.9% | +32.9% |
| 30D | +21.9% | -4.6% | +26.5% | +23.6% |
| 3M | +6.6% | -21.2% | +27.8% | +17.3% |
| 6M | -16.8% | -36.4% | +19.6% | -1.0% |
| YTD | +20.4% | -28.9% | +49.4% | +35.5% |
| 1Y | -1.5% | -29.5% | +28.0% | +11.4% |
| 3Y | +182.4% | -8.6% | +191.0% | +152.6% |
| All | +244.4% | +33.8% | +210.6% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling