+5,990.1%
NKE vs LEN
+10,174.6%
-4,184.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -2.3% | -3.4% | +1.0% | -1.6% |
| 30D | -10.4% | -5.7% | -4.7% | -9.2% |
| 3M | -15.5% | -12.2% | -3.2% | -13.2% |
| 6M | -32.6% | -18.3% | -14.4% | -29.9% |
| YTD | -39.8% | -20.2% | -19.6% | -37.2% |
| 1Y | -47.6% | -40.1% | -7.5% | -41.9% |
| 3Y | -59.0% | -26.2% | -32.8% | -57.0% |
| 5Y | -74.9% | -9.8% | -65.1% | -75.0% |
| 10Y | -21.9% | +109.1% | -131.1% | -37.0% |
| All | +5,990.1% | +10,174.6% | -4,184.5% | +1,872.1% |
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