-99.1%
NVD vs LEN
-26.0%
-73.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.7% |
| 7D | +10.8% | -4.8% | +15.6% | +9.8% |
| 30D | +0.8% | -6.6% | +7.3% | -0.7% |
| 3M | -20.8% | -15.7% | -5.2% | -23.4% |
| 6M | -41.2% | -16.6% | -24.5% | -42.4% |
| YTD | -44.2% | -21.3% | -22.9% | -45.7% |
| 1Y | -54.2% | -42.0% | -12.1% | -58.9% |
| 3Y | -99.1% | -27.9% | -71.2% | -98.9% |
| All | -99.1% | -26.0% | -73.1% | -98.9% |
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