+187.5%
NVT vs LEN
-27.3%
+214.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.5% | +4.0% |
| 7D | +4.1% | -4.8% | +8.8% | +5.4% |
| 30D | -5.1% | -6.6% | +1.4% | -3.5% |
| 3M | -1.2% | -15.7% | +14.5% | +3.2% |
| 6M | +46.6% | -16.6% | +63.2% | +53.1% |
| YTD | +60.0% | -21.3% | +81.3% | +68.6% |
| 1Y | +70.8% | -42.0% | +112.8% | +97.4% |
| 3Y | +187.5% | -27.9% | +215.5% | +173.4% |
| All | +187.5% | -27.3% | +214.8% | +173.4% |
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