-42.0%
LEN vs NWSA
+3.0%
-45.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -4.8% | -2.8% | -2.0% | -4.2% |
| 30D | -6.6% | +3.0% | -9.6% | -7.0% |
| 3M | -15.7% | +12.3% | -28.0% | -17.7% |
| 6M | -16.6% | +21.9% | -38.5% | -20.1% |
| YTD | -21.3% | +13.6% | -34.9% | -24.2% |
| 1Y | -42.0% | +0.5% | -42.5% | -45.5% |
| All | -42.0% | +3.0% | -45.0% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling