+322.4%
NET vs LEN
-14.9%
+337.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -2.9% |
| 7D | -16.4% | +10.5% | -26.8% | -16.9% |
| 30D | -25.8% | +24.6% | -50.5% | -27.1% |
| 3M | -11.5% | +6.6% | -18.2% | -12.0% |
| 6M | +18.9% | +10.6% | +8.3% | +17.8% |
| YTD | +35.2% | -8.3% | +43.5% | +34.6% |
| 1Y | +14.5% | -22.5% | +37.0% | +16.8% |
| All | +322.4% | -14.9% | +337.3% | +203.1% |
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