+113.0%
NVTS vs LEN
-37.1%
+150.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | +2.7% | -3.2% | +5.9% | +3.5% |
| 30D | -4.5% | -4.9% | +0.4% | -3.4% |
| 3M | -61.5% | -8.5% | -53.0% | -60.7% |
| 6M | +28.0% | -20.7% | +48.6% | +28.2% |
| YTD | +65.3% | -17.4% | +82.7% | +56.6% |
| 1Y | +113.0% | -38.2% | +151.2% | +108.6% |
| All | +113.0% | -37.1% | +150.1% | +108.6% |
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