+62.5%
NLY vs LEN
-27.3%
+89.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.2% |
| 7D | -4.0% | -4.8% | +0.8% | -2.5% |
| 30D | -5.2% | -6.6% | +1.3% | -3.2% |
| 3M | +2.8% | -15.7% | +18.5% | +8.2% |
| 6M | +4.2% | -16.6% | +20.8% | +9.7% |
| YTD | +4.7% | -21.3% | +26.0% | +11.4% |
| 1Y | +12.7% | -42.0% | +54.8% | +33.4% |
| 3Y | +62.5% | -27.9% | +90.5% | +50.6% |
| All | +62.5% | -27.3% | +89.8% | +50.6% |
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 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