+14,551.4%
NVDA vs LEN
+103.6%
+14,447.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -0.9% |
| 7D | -4.3% | -7.8% | +3.4% | -1.3% |
| 30D | +0.5% | -11.0% | +11.5% | +4.9% |
| 3M | +9.1% | -12.8% | +21.9% | +14.1% |
| 6M | +18.5% | -20.2% | +38.7% | +27.9% |
| YTD | +17.4% | -23.0% | +40.4% | +27.0% |
| 1Y | +23.4% | -41.8% | +65.3% | +48.1% |
| 3Y | +380.6% | -28.8% | +409.4% | +394.4% |
| 5Y | +875.7% | -12.6% | +888.3% | +803.1% |
| All | +14,551.4% | +103.6% | +14,447.8% | +10,155.7% |
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