+449.3%
NVDA vs LEN
-12.2%
+461.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.2% | -3.2% |
| 7D | -8.5% | -8.7% | +0.3% | -5.4% |
| 30D | -27.3% | +11.6% | -38.8% | -31.1% |
| 3M | -25.8% | -1.3% | -24.5% | -26.6% |
| 6M | -24.6% | -1.4% | -23.1% | -25.9% |
| YTD | -10.7% | -16.9% | +6.2% | -7.4% |
| 1Y | -14.0% | -31.2% | +17.1% | -3.5% |
| 3Y | +244.9% | -25.6% | +270.4% | +218.7% |
| 5Y | +449.3% | -13.3% | +462.5% | +312.0% |
| All | +449.3% | -12.2% | +461.5% | +312.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling