-30.1%
NVTS vs LEN
-6.4%
-23.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +3.9% | -5.8% | +9.7% | +7.9% |
| 30D | -4.3% | +13.7% | -18.0% | -13.6% |
| 3M | -34.5% | -3.9% | -30.6% | -34.4% |
| 6M | -57.7% | -0.4% | -57.4% | -59.4% |
| YTD | +25.4% | -16.8% | +42.2% | +31.7% |
| 1Y | +13.1% | -29.5% | +42.6% | +32.7% |
| 3Y | +48.9% | -25.6% | +74.5% | +60.6% |
| 5Y | -51.8% | -13.2% | -38.6% | -57.4% |
| All | -30.1% | -6.4% | -23.7% | -37.3% |
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