+25.1%
NLY vs LEN
-11.2%
+36.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.3% |
| 7D | -4.0% | -4.8% | +0.8% | -2.3% |
| 30D | -5.2% | -6.6% | +1.3% | -3.0% |
| 3M | +2.8% | -15.7% | +18.5% | +8.9% |
| 6M | +4.2% | -16.6% | +20.8% | +10.3% |
| YTD | +4.7% | -21.3% | +26.0% | +12.4% |
| 1Y | +12.7% | -42.0% | +54.8% | +35.7% |
| 3Y | +62.5% | -27.9% | +90.5% | +71.4% |
| All | +25.1% | -11.2% | +36.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling