+103.0%
LEN vs NTRS
+259.9%
-156.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -4.8% | +1.4% | -6.1% | -5.3% |
| 30D | -6.6% | -0.7% | -5.9% | -6.3% |
| 3M | -15.7% | +11.3% | -27.0% | -19.9% |
| 6M | -16.6% | +35.5% | -52.2% | -27.6% |
| YTD | -21.3% | +40.6% | -61.9% | -33.3% |
| 1Y | -42.0% | +49.2% | -91.2% | -52.3% |
| 3Y | -27.9% | +167.2% | -195.1% | -55.5% |
| 5Y | -10.7% | +94.9% | -105.6% | -37.8% |
| All | +103.0% | +259.9% | -156.9% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling