+151.6%
LEN vs NWSA
+123.2%
+28.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.0% |
| 7D | -2.9% | -2.6% | -0.2% | -1.7% |
| 30D | -8.9% | +4.6% | -13.4% | -10.7% |
| 3M | -10.9% | +10.2% | -21.1% | -15.1% |
| 6M | -19.7% | +21.6% | -41.3% | -26.9% |
| YTD | -20.6% | +14.6% | -35.2% | -26.3% |
| 1Y | -42.4% | +0.4% | -42.8% | -43.4% |
| 3Y | -26.5% | +45.0% | -71.5% | -39.4% |
| 5Y | -10.9% | +41.3% | -52.2% | -27.6% |
| 10Y | +100.6% | +142.8% | -42.2% | +15.6% |
| All | +151.6% | +123.2% | +28.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling