+140.2%
NI vs LEN
+108.0%
+32.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | 0.0% | -4.8% | +4.8% | +0.9% |
| 30D | -1.4% | -6.6% | +5.2% | -0.3% |
| 3M | -10.6% | -15.7% | +5.1% | -8.2% |
| 6M | -9.3% | -16.6% | +7.3% | -7.0% |
| YTD | +1.1% | -21.3% | +22.5% | +4.5% |
| 1Y | +3.4% | -42.0% | +45.4% | +12.6% |
| 3Y | +67.9% | -27.9% | +95.8% | +71.8% |
| 5Y | +98.0% | -10.7% | +108.7% | +89.8% |
| All | +140.2% | +108.0% | +32.1% | +86.9% |
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