+103.0%
LEN vs NWSA
+149.4%
-46.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -4.8% | -2.8% | -2.0% | -3.5% |
| 30D | -6.6% | +3.0% | -9.6% | -7.8% |
| 3M | -15.7% | +12.3% | -28.0% | -20.3% |
| 6M | -16.6% | +21.9% | -38.5% | -24.3% |
| YTD | -21.3% | +13.6% | -34.9% | -26.7% |
| 1Y | -42.0% | +0.5% | -42.5% | -43.0% |
| 3Y | -27.9% | +43.8% | -71.7% | -40.5% |
| 5Y | -10.7% | +41.2% | -51.9% | -27.7% |
| All | +103.0% | +149.4% | -46.3% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling