+1,381.0%
NET vs LEN
+92.8%
+1,288.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -4.8% |
| 7D | -16.4% | +10.5% | -26.8% | -19.4% |
| 30D | -25.8% | +24.6% | -50.5% | -31.7% |
| 3M | -11.5% | +6.6% | -18.2% | -14.4% |
| 6M | +18.9% | +10.6% | +8.3% | +12.7% |
| YTD | +35.2% | -8.3% | +43.5% | +34.2% |
| 1Y | +14.5% | -22.5% | +37.0% | +20.6% |
| 3Y | +313.8% | -16.3% | +330.1% | +297.7% |
| 5Y | +32.6% | +2.1% | +30.4% | +14.7% |
| All | +1,381.0% | +92.8% | +1,288.2% | +1,000.8% |
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 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