-3.0%
NXT vs LEN
-31.8%
+28.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.8% | -5.7% |
| 7D | -6.0% | -8.7% | +2.7% | -2.8% |
| 30D | +5.4% | +11.6% | -6.1% | +1.4% |
| 3M | -9.7% | -1.3% | -8.4% | -9.5% |
| 6M | -25.3% | -1.4% | -23.9% | -25.4% |
| YTD | +7.5% | -16.9% | +24.3% | +14.7% |
| 1Y | -3.0% | -31.2% | +28.1% | +10.1% |
| All | -3.0% | -31.8% | +28.8% | +10.1% |
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