+47.4%
NSC vs LEN
-10.8%
+58.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.5% | -3.2% | -2.3% | -4.7% |
| 30D | -3.2% | -4.9% | +1.7% | -2.0% |
| 3M | +7.7% | -8.5% | +16.2% | +9.8% |
| 6M | +4.5% | -20.7% | +25.2% | +10.6% |
| YTD | +15.6% | -17.4% | +33.0% | +20.5% |
| 1Y | +19.8% | -38.2% | +58.1% | +35.3% |
| 3Y | +70.1% | -24.9% | +95.0% | +75.1% |
| All | +47.4% | -10.8% | +58.2% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling