+730.1%
NVT vs LEN
+67.9%
+662.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +7.0% | -3.4% | +10.4% | +8.3% |
| 30D | -2.3% | -5.7% | +3.3% | -0.4% |
| 3M | -3.1% | -12.2% | +9.1% | +1.0% |
| 6M | +47.0% | -18.3% | +65.3% | +57.1% |
| YTD | +56.2% | -20.2% | +76.4% | +67.1% |
| 1Y | +74.5% | -40.1% | +114.6% | +107.7% |
| 3Y | +184.0% | -26.2% | +210.2% | +198.1% |
| 5Y | +410.8% | -9.8% | +420.6% | +375.9% |
| All | +730.1% | +67.9% | +662.2% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling