-25.1%
NOW vs LEN
-13.2%
-11.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +0.3% | -5.8% | +6.1% | +2.2% |
| 30D | -27.0% | +13.7% | -40.7% | -30.6% |
| 3M | -19.6% | -3.9% | -15.8% | -19.5% |
| 6M | +17.5% | -0.4% | +17.8% | +15.1% |
| YTD | -33.3% | -16.8% | -16.4% | -31.4% |
| 1Y | -39.8% | -29.5% | -10.3% | -34.0% |
| 3Y | -19.9% | -25.6% | +5.7% | -24.2% |
| All | -25.1% | -13.2% | -11.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling