+157.7%
NEM vs LEN
-10.6%
+168.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +3.1% | -3.4% | +6.4% | +3.6% |
| 30D | +10.0% | -5.7% | +15.6% | +11.0% |
| 3M | +30.9% | -12.2% | +43.1% | +33.4% |
| 6M | +10.5% | -18.3% | +28.8% | +13.7% |
| YTD | +29.7% | -20.2% | +49.9% | +33.7% |
| 1Y | +71.1% | -40.1% | +111.2% | +83.1% |
| 3Y | +252.1% | -26.2% | +278.3% | +258.6% |
| 5Y | +157.7% | -9.8% | +167.6% | +134.2% |
| All | +157.7% | -10.6% | +168.3% | +134.2% |
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