+98.0%
NI vs LEN
-13.7%
+111.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.1% |
| 7D | -0.6% | -7.8% | +7.2% | +0.5% |
| 30D | -1.4% | -11.0% | +9.6% | +0.1% |
| 3M | -10.6% | -12.8% | +2.2% | -9.1% |
| 6M | -9.9% | -20.2% | +10.3% | -7.4% |
| YTD | +1.2% | -23.0% | +24.2% | +4.3% |
| 1Y | +4.4% | -41.8% | +46.2% | +12.2% |
| 3Y | +68.6% | -28.8% | +97.4% | +70.8% |
| 5Y | +98.0% | -12.6% | +110.6% | +83.7% |
| All | +98.0% | -13.7% | +111.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling