+212.0%
NXT vs LEN
-10.2%
+222.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -9.4% | -5.8% | -3.6% | -7.3% |
| 30D | +15.1% | +13.7% | +1.4% | +9.3% |
| 3M | -9.1% | -3.9% | -5.2% | -8.2% |
| 6M | -30.3% | -0.4% | -29.9% | -31.0% |
| YTD | +9.1% | -16.8% | +25.9% | +15.3% |
| 1Y | +7.9% | -29.5% | +37.4% | +20.9% |
| 3Y | +176.5% | -25.6% | +202.1% | +198.8% |
| All | +212.0% | -10.2% | +222.1% | +206.6% |
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 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