+15.5%
NSC vs LEN
-22.9%
+38.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.2% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +2.9% | +19.4% | -16.5% | -0.5% |
| 3M | -2.2% | +4.5% | -6.7% | -3.2% |
| 6M | +5.3% | +4.9% | +0.4% | +3.8% |
| YTD | +14.8% | -8.9% | +23.7% | +17.3% |
| All | +15.5% | -22.9% | +38.4% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling