+22.7%
NXT vs LEN
-37.1%
+59.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -15.3% | -4.9% | -10.4% | -14.0% |
| 3M | -43.8% | -8.5% | -35.3% | -42.3% |
| 6M | -18.7% | -20.7% | +2.0% | -13.5% |
| YTD | -3.0% | -17.4% | +14.4% | +3.1% |
| 1Y | +22.7% | -38.2% | +61.0% | +38.8% |
| All | +22.7% | -37.1% | +59.8% | +38.8% |
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