+9,834.8%
LEN vs NYT
+758.3%
+9,076.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | -6.6% | +4.6% | -11.2% | -8.4% |
| 3M | -15.7% | -9.6% | -6.1% | -12.9% |
| 6M | -16.6% | -14.0% | -2.6% | -12.3% |
| YTD | -21.3% | -2.8% | -18.5% | -22.1% |
| 1Y | -42.0% | +15.6% | -57.6% | -47.0% |
| 3Y | -27.9% | +56.3% | -84.2% | -44.2% |
| 5Y | -10.7% | +39.5% | -50.2% | -29.8% |
| 10Y | +106.1% | +488.0% | -381.9% | -24.1% |
| All | +9,834.8% | +758.3% | +9,076.5% | +3,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling