-6.1%
NRG vs LEN
-11.2%
+5.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.3% |
| 7D | -0.2% | -7.8% | +7.6% | +1.7% |
| 30D | -6.8% | -11.0% | +4.2% | -4.4% |
| All | -6.1% | -11.2% | +5.1% | -4.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling