+194.3%
NOK vs LEN
-27.3%
+221.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.5% |
| 7D | +11.0% | -4.8% | +15.7% | +11.7% |
| 30D | +7.8% | -6.6% | +14.4% | +8.8% |
| 3M | -21.0% | -15.7% | -5.3% | -19.1% |
| 6M | +40.9% | -16.6% | +57.5% | +44.1% |
| YTD | +72.0% | -21.3% | +93.4% | +76.3% |
| 1Y | +140.9% | -42.0% | +182.9% | +163.5% |
| 3Y | +194.3% | -27.9% | +222.2% | +177.4% |
| All | +194.3% | -27.3% | +221.6% | +177.4% |
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