-10.4%
LEN vs NTR
+45.7%
-56.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | -15.7% | +20.7% | -36.4% | -18.3% |
| 6M | -16.6% | +0.5% | -17.2% | -17.1% |
| YTD | -21.3% | +29.2% | -50.5% | -25.7% |
| 1Y | -42.0% | +39.6% | -81.6% | -46.2% |
| 3Y | -27.9% | +37.9% | -65.8% | -34.2% |
| All | -10.4% | +45.7% | -56.1% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling