-9.1%
NVTS vs LEN
-11.5%
+2.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +2.9% |
| 7D | -1.4% | -4.8% | +3.3% | +1.7% |
| 30D | -16.5% | -6.6% | -9.9% | -13.1% |
| 3M | -47.6% | -15.7% | -32.0% | -42.6% |
| 6M | +7.3% | -16.6% | +23.9% | +19.3% |
| YTD | +62.9% | -21.3% | +84.2% | +81.3% |
| 1Y | +91.3% | -42.0% | +133.3% | +163.1% |
| 3Y | +43.4% | -27.9% | +71.3% | +60.9% |
| All | -9.1% | -11.5% | +2.3% | -13.7% |
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