-10.4%
LEN vs NYT
+38.8%
-49.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -6.6% | +4.6% | -11.2% | -7.8% |
| 3M | -15.7% | -9.6% | -6.1% | -13.8% |
| 6M | -16.6% | -14.0% | -2.6% | -13.7% |
| YTD | -21.3% | -2.8% | -18.5% | -22.0% |
| 1Y | -42.0% | +15.6% | -57.6% | -45.9% |
| 3Y | -27.9% | +56.3% | -84.2% | -41.4% |
| All | -10.4% | +38.8% | -49.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling