+103.0%
LEN vs NVS
+179.5%
-76.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -4.8% | -14.3% | +9.5% | +2.6% |
| 30D | -6.6% | -10.0% | +3.4% | -2.2% |
| 3M | -15.7% | -10.9% | -4.8% | -11.5% |
| 6M | -16.6% | -12.0% | -4.7% | -11.9% |
| YTD | -21.3% | +2.5% | -23.9% | -23.7% |
| 1Y | -42.0% | +10.7% | -52.7% | -46.2% |
| 3Y | -27.9% | +53.3% | -81.2% | -44.9% |
| 5Y | -10.7% | +93.6% | -104.3% | -41.8% |
| All | +103.0% | +179.5% | -76.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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