+504.6%
NOW vs LEN
+166.0%
+338.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -27.0% | +19.4% | -46.5% | -31.2% |
| 3M | -17.7% | +4.5% | -22.2% | -19.6% |
| 6M | +12.7% | +4.9% | +7.8% | +9.4% |
| YTD | -32.9% | -8.9% | -24.0% | -33.0% |
| 1Y | -40.4% | -23.0% | -17.4% | -37.4% |
| 3Y | -17.1% | -16.7% | -0.4% | -19.1% |
| 5Y | -25.7% | -4.5% | -21.2% | -32.8% |
| 10Y | +504.6% | +162.2% | +342.5% | +284.7% |
| All | +504.6% | +166.0% | +338.6% | +284.7% |
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