+75.0%
NSC vs LEN
-25.9%
+100.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.5% | -5.8% | +8.3% | +3.9% |
| 30D | +1.7% | +13.7% | -12.0% | -1.7% |
| 3M | -2.6% | -3.9% | +1.3% | -2.1% |
| 6M | +6.4% | -0.4% | +6.8% | +5.3% |
| YTD | +15.5% | -16.8% | +32.3% | +19.5% |
| 1Y | +17.6% | -29.5% | +47.1% | +26.9% |
| 3Y | +75.0% | -25.6% | +100.6% | +69.0% |
| All | +75.0% | -25.9% | +100.8% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling