-27.9%
LEN vs NTR
+36.8%
-64.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -6.6% | +16.8% | -23.3% | -8.5% |
| 3M | -15.7% | +20.7% | -36.4% | -18.0% |
| 6M | -16.6% | +0.5% | -17.2% | -16.7% |
| YTD | -21.3% | +29.2% | -50.5% | -26.5% |
| 1Y | -42.0% | +39.6% | -81.6% | -47.2% |
| 3Y | -27.9% | +37.9% | -65.8% | -35.6% |
| All | -27.9% | +36.8% | -64.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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