-27.9%
LEN vs NVS
+54.2%
-82.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -4.8% | -14.3% | +9.5% | +1.0% |
| 30D | -6.6% | -10.0% | +3.4% | -3.1% |
| 3M | -15.7% | -10.9% | -4.8% | -12.3% |
| 6M | -16.6% | -12.0% | -4.7% | -13.0% |
| YTD | -21.3% | +2.5% | -23.9% | -23.2% |
| 1Y | -42.0% | +10.7% | -52.7% | -45.4% |
| 3Y | -27.9% | +53.3% | -81.2% | -40.2% |
| All | -27.9% | +54.2% | -82.1% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling