+575.6%
NUE vs LEN
+108.0%
+467.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.8% |
| 7D | -0.6% | -4.8% | +4.1% | +1.1% |
| 30D | -4.6% | -6.6% | +2.0% | -2.3% |
| 3M | -0.3% | -15.7% | +15.3% | +5.4% |
| 6M | +51.9% | -16.6% | +68.5% | +60.6% |
| YTD | +60.0% | -21.3% | +81.3% | +71.7% |
| 1Y | +82.9% | -42.0% | +124.9% | +118.1% |
| 3Y | +66.0% | -27.9% | +93.9% | +77.2% |
| 5Y | +149.0% | -10.7% | +159.7% | +138.3% |
| All | +575.6% | +108.0% | +467.6% | +357.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling