-16.5%
LEN vs NVDX
+815.5%
-832.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.5% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -5.7% | +3.0% | -8.6% | -5.8% |
| 3M | -12.2% | +6.8% | -19.0% | -12.6% |
| 6M | -18.3% | +28.6% | -46.9% | -19.1% |
| YTD | -20.2% | +17.0% | -37.2% | -20.9% |
| 1Y | -40.1% | +27.0% | -67.1% | -40.9% |
| All | -16.5% | +815.5% | -832.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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