+302.3%
NEM vs LEN
+108.0%
+194.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -1.0% | -4.8% | +3.8% | -0.2% |
| 30D | +7.8% | -6.6% | +14.4% | +9.0% |
| 3M | +30.2% | -15.7% | +45.9% | +33.5% |
| 6M | +9.6% | -16.6% | +26.2% | +12.5% |
| YTD | +27.8% | -21.3% | +49.2% | +32.2% |
| 1Y | +60.7% | -42.0% | +102.7% | +73.5% |
| 3Y | +245.3% | -27.9% | +273.2% | +254.8% |
| 5Y | +155.3% | -10.7% | +166.0% | +149.0% |
| All | +302.3% | +108.0% | +194.3% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling