+70.9%
NVT vs LEN
-37.1%
+108.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +5.1% | -3.2% | +8.3% | +5.6% |
| 30D | -3.7% | -4.9% | +1.2% | -3.0% |
| 3M | -10.1% | -8.5% | -1.7% | -8.8% |
| 6M | +37.5% | -20.7% | +58.1% | +40.0% |
| YTD | +53.7% | -17.4% | +71.1% | +56.0% |
| 1Y | +70.9% | -38.2% | +109.1% | +74.3% |
| All | +70.9% | -37.1% | +108.0% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling