+100.5%
NXT vs LEN
-25.9%
+126.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +5.0% | +2.7% |
| 7D | +2.9% | -2.9% | +5.7% | +4.0% |
| 30D | -17.2% | -8.9% | -8.4% | -14.2% |
| 3M | -32.0% | -10.9% | -21.1% | -29.2% |
| 6M | -15.8% | -19.7% | +3.9% | -8.8% |
| YTD | -1.9% | -20.6% | +18.7% | +6.3% |
| 1Y | +22.5% | -42.4% | +64.9% | +51.0% |
| 3Y | +100.5% | -26.5% | +127.1% | +93.7% |
| All | +100.5% | -25.9% | +126.5% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling