-22.5%
LEN vs NTRS
+43.5%
-66.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +3.9% | +6.3% |
| 7D | +10.5% | +3.6% | +6.9% | +9.6% |
| 30D | +24.6% | +4.3% | +20.3% | +23.3% |
| 3M | +6.6% | -1.9% | +8.6% | +6.7% |
| 6M | +10.6% | +11.4% | -0.8% | +6.2% |
| YTD | -8.3% | +32.3% | -40.6% | -20.3% |
| 1Y | -22.5% | +42.5% | -65.1% | -38.4% |
| All | -22.5% | +43.5% | -66.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling