+111.7%
NI vs LEN
-13.2%
+124.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.3% | -5.8% | +10.1% | +5.1% |
| 30D | +12.4% | +13.7% | -1.3% | +10.2% |
| 3M | +10.2% | -3.9% | +14.0% | +10.4% |
| 6M | -0.8% | -0.4% | -0.4% | -1.4% |
| YTD | +13.2% | -16.8% | +30.1% | +15.2% |
| 1Y | +10.1% | -29.5% | +39.6% | +14.7% |
| 3Y | +103.1% | -25.6% | +128.7% | +104.4% |
| All | +111.7% | -13.2% | +124.9% | +95.2% |
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