-29.5%
LEN vs NVMI
+203.1%
-232.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.3% |
| 7D | -7.8% | +3.8% | -11.5% | -8.1% |
| 30D | -11.0% | -7.6% | -3.5% | -10.3% |
| 3M | -12.8% | -28.0% | +15.2% | -10.2% |
| 6M | -20.2% | -15.3% | -4.9% | -19.4% |
| YTD | -23.0% | +11.5% | -34.5% | -24.4% |
| 1Y | -41.8% | +31.6% | -73.4% | -44.0% |
| All | -29.5% | +203.1% | -232.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 3y: compounded portfolio wealth divided by compounded NVMI 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…
3y analysis · Full analysis span regression · 6 months rolling