+138.6%
NOK vs LEN
+108.0%
+30.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.2% |
| 7D | +11.0% | -4.8% | +15.7% | +12.3% |
| 30D | +7.8% | -6.6% | +14.4% | +9.6% |
| 3M | -21.0% | -15.7% | -5.3% | -17.9% |
| 6M | +40.9% | -16.6% | +57.5% | +46.3% |
| YTD | +72.0% | -21.3% | +93.4% | +80.1% |
| 1Y | +140.9% | -42.0% | +182.9% | +173.7% |
| 3Y | +194.3% | -27.9% | +222.2% | +204.8% |
| 5Y | +112.5% | -10.7% | +123.2% | +100.8% |
| All | +138.6% | +108.0% | +30.5% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling