+48.4%
NU vs LEN
-22.1%
+70.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +1.6% |
| 7D | +6.0% | -2.9% | +8.9% | +7.5% |
| 30D | +10.8% | -8.9% | +19.6% | +15.5% |
| 3M | +32.2% | -10.9% | +43.1% | +38.3% |
| 6M | +5.1% | -19.7% | +24.8% | +15.3% |
| YTD | -8.4% | -20.6% | +12.2% | -0.7% |
| 1Y | +0.7% | -42.4% | +43.1% | +28.1% |
| 3Y | +125.1% | -26.5% | +151.7% | +122.0% |
| All | +48.4% | -22.1% | +70.6% | +20.8% |
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 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