-18.6%
NRG vs LEN
-37.1%
+18.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.5% | +6.6% |
| 7D | +7.1% | -3.2% | +10.3% | +7.6% |
| 30D | -1.4% | -4.9% | +3.5% | -0.7% |
| 3M | -10.5% | -8.5% | -2.0% | -9.3% |
| 6M | -26.7% | -20.7% | -6.1% | -26.2% |
| YTD | -24.5% | -17.4% | -7.1% | -22.5% |
| 1Y | -18.6% | -38.2% | +19.7% | -22.3% |
| All | -18.6% | -37.1% | +18.6% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling