+12.7%
NLY vs LEN
-41.0%
+53.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.0% |
| 7D | -4.0% | -4.8% | +0.8% | -2.9% |
| 30D | -5.2% | -6.6% | +1.3% | -3.8% |
| 3M | +2.8% | -15.7% | +18.5% | +6.5% |
| 6M | +4.2% | -16.6% | +20.8% | +7.6% |
| YTD | +4.7% | -21.3% | +26.0% | +8.5% |
| 1Y | +12.7% | -42.0% | +54.8% | +24.5% |
| All | +12.7% | -41.0% | +53.7% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling