+70.8%
NVT vs LEN
-41.0%
+111.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.5% | +4.3% |
| 7D | +4.1% | -4.8% | +8.8% | +4.7% |
| 30D | -5.1% | -6.6% | +1.4% | -4.3% |
| 3M | -1.2% | -15.7% | +14.5% | +1.6% |
| 6M | +46.6% | -16.6% | +63.2% | +49.3% |
| YTD | +60.0% | -21.3% | +81.3% | +63.3% |
| 1Y | +70.8% | -42.0% | +112.8% | +72.6% |
| All | +70.8% | -41.0% | +111.7% | +72.6% |
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