+16,860.8%
NOC vs LEN
+10,606.4%
+6,254.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | -5.8% | +10.6% | +5.6% |
| 30D | +11.0% | +13.7% | -2.7% | +8.9% |
| 3M | -3.8% | -3.9% | +0.1% | -3.7% |
| 6M | +0.6% | -0.4% | +1.0% | 0.0% |
| YTD | -2.3% | -16.8% | +14.6% | -0.9% |
| 1Y | +0.3% | -29.5% | +29.7% | +3.9% |
| 3Y | +24.6% | -25.6% | +50.2% | +26.1% |
| 5Y | +66.0% | -13.2% | +79.2% | +61.5% |
| 10Y | +161.2% | +138.5% | +22.7% | +112.6% |
| All | +16,860.8% | +10,606.4% | +6,254.4% | +5,655.8% |
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