+163.4%
LEN vs NWSA
+102.5%
+60.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -1.1% |
| 7D | -5.8% | +2.2% | -8.0% | -6.7% |
| 30D | +13.7% | -8.8% | +22.5% | +17.9% |
| 3M | -3.9% | -6.5% | +2.6% | -1.6% |
| 6M | -0.4% | +1.5% | -1.9% | -2.2% |
| YTD | -16.8% | +4.0% | -20.9% | -19.9% |
| 1Y | -29.5% | +3.4% | -32.9% | -31.9% |
| 3Y | -25.6% | +34.8% | -60.4% | -36.9% |
| 5Y | -13.2% | +18.4% | -31.6% | -24.0% |
| 10Y | +138.5% | +149.2% | -10.7% | +35.9% |
| All | +163.4% | +102.5% | +60.9% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling