+15,768.5%
NOC vs LEN
+10,533.4%
+5,235.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.2% | -3.2% | -2.0% | -4.8% |
| 30D | -7.2% | -4.9% | -2.3% | -6.7% |
| 3M | -5.1% | -8.5% | +3.4% | -4.2% |
| 6M | -31.1% | -20.7% | -10.4% | -29.2% |
| YTD | -8.6% | -17.4% | +8.8% | -6.8% |
| 1Y | -9.7% | -38.2% | +28.5% | -4.5% |
| 3Y | +24.3% | -24.9% | +49.2% | +25.9% |
| 5Y | +52.6% | -11.4% | +64.1% | +48.5% |
| 10Y | +183.6% | +110.0% | +73.6% | +135.5% |
| All | +15,768.5% | +10,533.4% | +5,235.1% | +5,310.9% |
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