+327.1%
NET vs LEN
-24.6%
+351.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -7.0% | -3.2% | -3.8% | -6.6% |
| 30D | -4.8% | -4.9% | +0.1% | -4.3% |
| 3M | +3.8% | -8.5% | +12.3% | +4.8% |
| 6M | +50.0% | -20.7% | +70.7% | +53.6% |
| YTD | +41.5% | -17.4% | +58.9% | +42.8% |
| 1Y | +32.8% | -38.2% | +71.1% | +42.0% |
| All | +327.1% | -24.6% | +351.7% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling