-30.2%
NVD vs LEN
-21.9%
-8.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.1% | -0.6% | +6.2% |
| 7D | +15.0% | +10.5% | +4.5% | +14.9% |
| 30D | +39.3% | +24.6% | +14.6% | +40.2% |
| 3M | +3.1% | +6.6% | -3.5% | +2.1% |
| 6M | -19.0% | +10.6% | -29.6% | -19.6% |
| YTD | -35.5% | -8.3% | -27.2% | -33.6% |
| 1Y | -30.2% | -22.5% | -7.7% | -24.6% |
| All | -30.2% | -21.9% | -8.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling