-59.2%
NKE vs LEN
-27.3%
-31.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | -4.2% | -4.8% | +0.6% | -2.6% |
| 30D | -8.2% | -6.6% | -1.6% | -6.0% |
| 3M | -19.1% | -15.7% | -3.4% | -14.5% |
| 6M | -32.6% | -16.6% | -16.0% | -28.8% |
| YTD | -40.7% | -21.3% | -19.4% | -36.4% |
| 1Y | -48.9% | -42.0% | -6.8% | -39.2% |
| 3Y | -59.2% | -27.9% | -31.3% | -56.4% |
| All | -59.2% | -27.3% | -31.9% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling