+1,110.1%
LEN vs NVMI
+1,976.9%
-866.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | -3.4% | +6.9% | -10.3% | -4.2% |
| 30D | -5.7% | -2.8% | -2.8% | -5.5% |
| 3M | -12.2% | -27.3% | +15.1% | -9.4% |
| 6M | -18.3% | -13.7% | -4.6% | -17.6% |
| YTD | -20.2% | +13.8% | -34.0% | -22.5% |
| 1Y | -40.1% | +34.9% | -74.9% | -43.3% |
| 3Y | -26.2% | +213.5% | -239.7% | -38.9% |
| 5Y | -9.8% | +272.5% | -282.3% | -27.3% |
| 10Y | +109.1% | +3,142.4% | -3,033.3% | +33.7% |
| All | +1,110.1% | +1,976.9% | -866.9% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling