+18.9%
NET vs LEN
+6.9%
+12.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -2.4% |
| 7D | -16.4% | +10.5% | -26.8% | -16.5% |
| 30D | -25.8% | +24.6% | -50.5% | -26.7% |
| 3M | -11.5% | +6.6% | -18.2% | -11.3% |
| 6M | +18.9% | +10.6% | +8.3% | +20.5% |
| All | +18.9% | +6.9% | +12.0% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling