+59.1%
DAL vs LEN
-27.0%
+86.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +2.9% |
| 7D | +10.7% | +0.7% | +10.0% | +10.2% |
| 30D | +12.5% | +13.0% | -0.5% | +5.9% |
| 3M | +3.6% | +1.9% | +1.7% | +2.1% |
| 6M | +26.7% | -0.7% | +27.5% | +25.8% |
| YTD | +34.3% | -13.8% | +48.1% | +37.7% |
| 1Y | +59.1% | -28.1% | +87.2% | +77.3% |
| All | +59.1% | -27.0% | +86.2% | +77.3% |
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