+1,972.6%
NOW vs LEN
+254.5%
+1,718.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | -3.0% | +2.1% | -5.1% | -3.9% |
| 30D | -26.0% | +16.6% | -42.6% | -30.1% |
| 3M | -13.1% | +5.3% | -18.4% | -15.5% |
| 6M | +14.5% | -0.8% | +15.3% | +12.7% |
| YTD | -33.4% | -11.7% | -21.7% | -32.9% |
| 1Y | -40.6% | -24.6% | -16.0% | -37.1% |
| 3Y | -16.3% | -18.7% | +2.4% | -17.8% |
| 5Y | -26.3% | -4.4% | -21.9% | -33.0% |
| 10Y | +512.7% | +152.2% | +360.5% | +250.2% |
| All | +1,972.6% | +254.5% | +1,718.1% | +910.7% |
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 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