+1,449.6%
NET vs LEN
+73.6%
+1,375.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | -7.0% | -3.2% | -3.8% | -6.0% |
| 30D | -4.8% | -4.9% | +0.1% | -3.3% |
| 3M | +3.8% | -8.5% | +12.3% | +6.3% |
| 6M | +50.0% | -20.7% | +70.7% | +60.3% |
| YTD | +41.5% | -17.4% | +58.9% | +47.0% |
| 1Y | +32.8% | -38.2% | +71.1% | +52.7% |
| 3Y | +335.9% | -24.9% | +360.8% | +339.2% |
| 5Y | +113.8% | -11.4% | +125.3% | +94.7% |
| All | +1,449.6% | +73.6% | +1,375.9% | +1,105.4% |
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