+98.1%
NU vs LEN
-27.3%
+125.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.2% |
| 7D | -4.9% | -4.8% | -0.1% | -3.8% |
| 30D | +7.8% | -6.6% | +14.4% | +9.6% |
| 3M | +20.9% | -15.7% | +36.6% | +25.8% |
| 6M | +0.9% | -16.6% | +17.5% | +4.9% |
| YTD | -12.7% | -21.3% | +8.7% | -9.0% |
| 1Y | -6.4% | -42.0% | +35.6% | +5.7% |
| 3Y | +98.1% | -27.9% | +126.0% | +99.5% |
| All | +98.1% | -27.3% | +125.4% | +99.5% |
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