-25.6%
LEN vs NWSA
+32.6%
-58.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -1.0% |
| 7D | -5.8% | +2.2% | -8.0% | -6.6% |
| 30D | +13.7% | -8.8% | +22.5% | +17.3% |
| 3M | -3.9% | -6.5% | +2.6% | -1.9% |
| 6M | -0.4% | +1.5% | -1.9% | -2.3% |
| YTD | -16.8% | +4.0% | -20.9% | -19.8% |
| 1Y | -29.5% | +3.4% | -32.9% | -31.8% |
| 3Y | -25.6% | +34.8% | -60.4% | -40.1% |
| All | -25.6% | +32.6% | -58.2% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling