Trying to update Nexus 5 to 5.1.1 and using Nandroid backup I'm trying to update my Nexus 5 to 5.1.1, but when I restore my Nandroid backup I lose the update.

What should I do?
That's because you backed up the older Android version, so when you update from 5.1 to 5.1.1 you install a new version then you try to restore the backup, you will got the previous version 5.1.

You can try to restore data only, but i think it will crashed.

For future updates use Titanium Backup to backup all of your data and then when you install the new version of Android you can restore it using the same app, Actually i always do that.