+5,605.4%
NSC vs LEN
+10,533.4%
-4,928.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.5% | -3.2% | -2.3% | -4.8% |
| 30D | -3.2% | -4.9% | +1.7% | -2.1% |
| 3M | +7.7% | -8.5% | +16.2% | +9.5% |
| 6M | +4.5% | -20.7% | +25.2% | +9.8% |
| YTD | +15.6% | -17.4% | +33.0% | +19.9% |
| 1Y | +19.8% | -38.2% | +58.1% | +32.9% |
| 3Y | +70.1% | -24.9% | +95.0% | +76.8% |
| 5Y | +46.1% | -11.4% | +57.6% | +42.8% |
| 10Y | +328.1% | +110.0% | +218.1% | +221.0% |
| All | +5,605.4% | +10,533.4% | -4,928.0% | +1,626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling