-27.6%
NRG vs LEN
-21.0%
-6.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.2% |
| 7D | -0.2% | -7.8% | +7.6% | +2.2% |
| 30D | -6.8% | -11.0% | +4.2% | -3.5% |
| 3M | -7.1% | -12.8% | +5.7% | -3.7% |
| 6M | -27.6% | -20.2% | -7.4% | -21.0% |
| All | -27.6% | -21.0% | -6.5% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling