-99.2%
NVD vs LEN
-25.3%
-73.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.7% | +3.1% |
| 7D | -7.7% | -2.9% | -4.8% | -8.2% |
| 30D | -5.8% | -8.9% | +3.1% | -7.7% |
| 3M | -23.2% | -10.9% | -12.3% | -24.7% |
| 6M | -49.7% | -19.7% | -30.1% | -51.1% |
| YTD | -47.7% | -20.6% | -27.1% | -49.0% |
| 1Y | -61.3% | -42.4% | -18.9% | -65.5% |
| 3Y | -99.2% | -26.5% | -72.6% | -99.0% |
| All | -99.2% | -25.3% | -73.9% | -99.0% |
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