+242.8%
NVDA vs LEN
-25.9%
+268.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.2% | -4.1% |
| 7D | -8.5% | -8.7% | +0.3% | -8.0% |
| 30D | -27.3% | +11.6% | -38.8% | -28.0% |
| 3M | -25.8% | -1.3% | -24.5% | -25.8% |
| 6M | -24.6% | -1.4% | -23.1% | -24.6% |
| YTD | -10.7% | -16.9% | +6.2% | -10.1% |
| 1Y | -14.0% | -31.2% | +17.1% | -12.0% |
| All | +242.8% | -25.9% | +268.7% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling