+42.7%
LEN vs NTR
+103.7%
-61.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -3.4% | +0.5% | -3.9% | -3.6% |
| 30D | -5.7% | +21.7% | -27.4% | -11.4% |
| 3M | -12.2% | +22.8% | -35.0% | -18.2% |
| 6M | -18.3% | +8.2% | -26.5% | -21.6% |
| YTD | -20.2% | +32.9% | -53.1% | -29.1% |
| 1Y | -40.1% | +45.3% | -85.4% | -48.7% |
| 3Y | -26.2% | +41.7% | -67.9% | -37.6% |
| 5Y | -9.8% | +49.8% | -59.7% | -34.6% |
| All | +42.7% | +103.7% | -61.0% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling