+504.4%
NOW vs LEN
+136.8%
+367.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.1% |
| 7D | -1.7% | -8.7% | +7.1% | +0.9% |
| 30D | -27.4% | +11.6% | -38.9% | -30.1% |
| 3M | -19.4% | -1.3% | -18.2% | -19.9% |
| 6M | +13.1% | -1.4% | +14.5% | +11.7% |
| YTD | -34.3% | -16.9% | -17.4% | -32.7% |
| 1Y | -41.8% | -31.2% | -10.6% | -36.8% |
| 3Y | -20.7% | -25.6% | +4.9% | -20.0% |
| 5Y | -27.2% | -13.3% | -13.9% | -32.3% |
| All | +504.4% | +136.8% | +367.6% | +292.9% |
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 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