+145.1%
NUE vs LEN
-13.7%
+158.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.3% |
| 7D | -2.7% | -7.8% | +5.1% | +0.2% |
| 30D | -6.1% | -11.0% | +5.0% | -2.2% |
| 3M | +2.2% | -12.8% | +15.0% | +6.8% |
| 6M | +50.8% | -20.2% | +71.0% | +62.0% |
| YTD | +57.5% | -23.0% | +80.6% | +70.3% |
| 1Y | +82.5% | -41.8% | +124.3% | +118.0% |
| 3Y | +61.7% | -28.8% | +90.5% | +70.6% |
| 5Y | +145.1% | -12.6% | +157.7% | +114.6% |
| All | +145.1% | -13.7% | +158.8% | +114.6% |
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