+177.4%
NXT vs LII
+52.2%
+125.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -15.3% | -12.6% | -2.7% | -10.3% |
| 3M | -43.8% | -24.4% | -19.3% | -37.6% |
| 6M | -18.7% | -28.7% | +10.0% | -7.8% |
| YTD | -3.0% | -19.1% | +16.1% | +4.0% |
| 1Y | +22.7% | -29.7% | +52.4% | +39.0% |
| 3Y | +95.9% | +4.8% | +91.1% | +66.5% |
| All | +177.4% | +52.2% | +125.2% | +89.4% |
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