+207.3%
NXT vs LEN
-10.2%
+217.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.8% | -5.7% |
| 7D | -6.0% | -8.7% | +2.7% | -2.7% |
| 30D | +5.4% | +11.6% | -6.1% | +0.9% |
| 3M | -9.7% | -1.3% | -8.4% | -9.7% |
| 6M | -25.3% | -1.4% | -23.9% | -25.7% |
| YTD | +7.5% | -16.9% | +24.3% | +13.6% |
| 1Y | -3.0% | -31.2% | +28.1% | +9.8% |
| 3Y | +171.4% | -25.6% | +197.0% | +193.3% |
| All | +207.3% | -10.2% | +217.5% | +202.0% |
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