+7.9%
NXT vs LEN
-30.4%
+38.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -9.4% | -5.8% | -3.6% | -7.4% |
| 30D | +15.1% | +13.7% | +1.4% | +10.1% |
| 3M | -9.1% | -3.9% | -5.2% | -8.0% |
| 6M | -30.3% | -0.4% | -29.9% | -30.6% |
| YTD | +9.1% | -16.8% | +25.9% | +16.5% |
| 1Y | +7.9% | -29.5% | +37.4% | +19.9% |
| All | +7.9% | -30.4% | +38.3% | +19.9% |
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