+5,059.0%
NI vs LEN
+10,533.4%
-5,474.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +2.0% | -3.2% | +5.2% | +2.4% |
| 30D | -3.5% | -4.9% | +1.4% | -3.0% |
| 3M | -9.1% | -8.5% | -0.6% | -8.3% |
| 6M | -11.8% | -20.7% | +8.8% | -9.5% |
| YTD | +1.1% | -17.4% | +18.5% | +3.0% |
| 1Y | +6.7% | -38.2% | +44.9% | +12.7% |
| 3Y | +71.1% | -24.9% | +96.0% | +73.9% |
| 5Y | +94.3% | -11.4% | +105.8% | +90.6% |
| 10Y | +135.8% | +110.0% | +25.7% | +99.2% |
| All | +5,059.0% | +10,533.4% | -5,474.5% | +2,685.6% |
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