+750.3%
NVT vs LEN
+65.5%
+684.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.5% | +3.8% |
| 7D | +4.1% | -4.8% | +8.8% | +6.0% |
| 30D | -5.1% | -6.6% | +1.4% | -2.8% |
| 3M | -1.2% | -15.7% | +14.5% | +4.6% |
| 6M | +46.6% | -16.6% | +63.2% | +55.4% |
| YTD | +60.0% | -21.3% | +81.3% | +72.2% |
| 1Y | +70.8% | -42.0% | +112.8% | +106.1% |
| 3Y | +187.5% | -27.9% | +215.5% | +204.8% |
| 5Y | +426.1% | -10.7% | +436.8% | +392.0% |
| All | +750.3% | +65.5% | +684.7% | +415.5% |
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 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