+1,682.3%
NOK vs LEN
+3,247.0%
-1,564.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +7.2% |
| 7D | +7.3% | -2.9% | +10.1% | +8.0% |
| 30D | +13.8% | -8.9% | +22.6% | +16.3% |
| 3M | -27.0% | -10.9% | -16.1% | -25.3% |
| 6M | +37.6% | -19.7% | +57.3% | +44.2% |
| YTD | +64.6% | -20.6% | +85.2% | +71.9% |
| 1Y | +132.0% | -42.4% | +174.5% | +162.7% |
| 3Y | +183.7% | -26.5% | +210.2% | +193.9% |
| 5Y | +101.3% | -10.9% | +112.2% | +94.2% |
| 10Y | +122.4% | +100.6% | +21.8% | +60.0% |
| All | +1,682.3% | +3,247.0% | -1,564.7% | +345.0% |
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