+409.6%
NEM vs LEN
+10,606.4%
-10,196.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.4% | -5.8% | -0.6% | -6.0% |
| 30D | +1.4% | +13.7% | -12.3% | +0.5% |
| 3M | -0.7% | -3.9% | +3.2% | -0.5% |
| 6M | -4.5% | -0.4% | -4.1% | -4.6% |
| YTD | +14.0% | -16.8% | +30.9% | +15.2% |
| 1Y | +27.3% | -29.5% | +56.8% | +29.8% |
| 3Y | +250.5% | -25.6% | +276.1% | +254.4% |
| 5Y | +121.1% | -13.2% | +134.3% | +120.0% |
| 10Y | +358.3% | +138.5% | +219.8% | +324.6% |
| All | +409.6% | +10,606.4% | -10,196.8% | +378.9% |
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