+302.5%
NSC vs LEN
+166.0%
+136.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.9% |
| 7D | -5.4% | +0.6% | -6.0% | -5.6% |
| 30D | +2.9% | +19.4% | -16.5% | -2.7% |
| 3M | -2.2% | +4.5% | -6.7% | -4.1% |
| 6M | +5.3% | +4.9% | +0.4% | +2.4% |
| YTD | +14.8% | -8.9% | +23.7% | +15.9% |
| 1Y | +16.6% | -23.0% | +39.5% | +23.7% |
| 3Y | +78.6% | -16.7% | +95.3% | +79.4% |
| 5Y | +27.2% | -4.5% | +31.6% | +18.4% |
| 10Y | +302.5% | +162.2% | +140.4% | +148.9% |
| All | +302.5% | +166.0% | +136.5% | +148.9% |
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 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