+291.1%
NSC vs LEN
+136.8%
+154.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.8% |
| 7D | +1.6% | -8.7% | +10.4% | +4.4% |
| 30D | +4.2% | +11.6% | -7.4% | +0.4% |
| 3M | -0.2% | -1.3% | +1.0% | -0.6% |
| 6M | +7.6% | -1.4% | +9.0% | +6.5% |
| YTD | +17.4% | -16.9% | +34.2% | +21.7% |
| 1Y | +18.3% | -31.2% | +49.4% | +29.8% |
| 3Y | +79.8% | -25.6% | +105.4% | +86.8% |
| 5Y | +34.3% | -13.3% | +47.6% | +28.7% |
| All | +291.1% | +136.8% | +154.3% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling