+208.7%
NRG vs LEN
-27.3%
+235.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | -4.7% | -4.8% | +0.1% | -3.9% |
| 30D | -6.0% | -6.6% | +0.6% | -4.9% |
| 3M | -8.0% | -15.7% | +7.7% | -5.4% |
| 6M | -23.2% | -16.6% | -6.5% | -21.1% |
| YTD | -28.1% | -21.3% | -6.7% | -25.5% |
| 1Y | -27.3% | -42.0% | +14.8% | -21.6% |
| 3Y | +208.7% | -27.9% | +236.6% | +189.9% |
| All | +208.7% | -27.3% | +235.9% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling