+326.9%
NSC vs LEN
+99.2%
+227.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | -1.9% | -8.9% | +6.9% | +0.8% |
| 3M | +6.2% | -10.9% | +17.1% | +9.4% |
| 6M | +9.2% | -19.7% | +28.8% | +15.6% |
| YTD | +15.0% | -20.6% | +35.6% | +21.8% |
| 1Y | +21.1% | -42.4% | +63.5% | +41.1% |
| 3Y | +78.6% | -26.5% | +105.1% | +87.2% |
| 5Y | +45.9% | -10.9% | +56.8% | +39.2% |
| 10Y | +326.9% | +100.6% | +226.2% | +191.6% |
| All | +326.9% | +99.2% | +227.7% | +191.6% |
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