+24.4%
NSC vs LEN
-4.6%
+29.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.0% |
| 7D | -6.6% | +2.1% | -8.7% | -7.2% |
| 30D | +2.2% | +16.6% | -14.4% | -2.2% |
| 3M | -6.2% | +5.3% | -11.5% | -8.0% |
| 6M | +1.7% | -0.8% | +2.4% | +0.8% |
| YTD | +12.2% | -11.7% | +24.0% | +14.5% |
| 1Y | +15.4% | -24.6% | +40.0% | +22.9% |
| 3Y | +73.3% | -18.7% | +92.0% | +74.0% |
| All | +24.4% | -4.6% | +29.0% | +14.0% |
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 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