+476.9%
NEM vs LEN
+10,533.4%
-10,056.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +23.1% | -4.9% | +28.0% | +23.5% |
| 3M | +18.5% | -8.5% | +27.0% | +19.1% |
| 6M | +7.8% | -20.7% | +28.4% | +9.3% |
| YTD | +29.1% | -17.4% | +46.5% | +30.5% |
| 1Y | +72.7% | -38.2% | +110.9% | +77.5% |
| 3Y | +248.7% | -24.9% | +273.6% | +252.5% |
| 5Y | +148.7% | -11.4% | +160.1% | +147.3% |
| 10Y | +304.8% | +110.0% | +194.7% | +277.4% |
| All | +476.9% | +10,533.4% | -10,056.5% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling