-49.7%
NRG vs LEN
-21.9%
-27.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.1% | -20.6% | -14.3% |
| 7D | -13.7% | +10.5% | -24.2% | -15.1% |
| 30D | -13.6% | +24.6% | -38.2% | -17.3% |
| 3M | -28.5% | +6.6% | -35.1% | -29.3% |
| 6M | -45.8% | +10.6% | -56.4% | -47.0% |
| YTD | -46.9% | -8.3% | -38.6% | -45.6% |
| 1Y | -49.7% | -22.5% | -27.2% | -48.6% |
| All | -49.7% | -21.9% | -27.8% | -48.6% |
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