+120.2%
NEM vs LEN
-13.2%
+133.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.4% | -5.8% | -0.6% | -5.4% |
| 30D | +1.4% | +13.7% | -12.3% | -0.8% |
| 3M | -0.7% | -3.9% | +3.2% | -0.2% |
| 6M | -4.5% | -0.4% | -4.1% | -4.7% |
| YTD | +14.0% | -16.8% | +30.9% | +16.6% |
| 1Y | +27.3% | -29.5% | +56.8% | +32.9% |
| 3Y | +250.5% | -25.6% | +276.1% | +256.2% |
| All | +120.2% | -13.2% | +133.4% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling