+396.0%
NVDA vs LEN
-26.2%
+422.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.3% | -3.4% | +3.0% | +0.1% |
| 30D | +2.8% | -5.7% | +8.5% | +3.4% |
| 3M | +7.4% | -12.2% | +19.7% | +8.9% |
| 6M | +22.6% | -18.3% | +40.9% | +24.9% |
| YTD | +20.1% | -20.2% | +40.3% | +22.0% |
| 1Y | +31.2% | -40.1% | +71.2% | +38.4% |
| All | +396.0% | -26.2% | +422.2% | +337.9% |
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 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