+45.5%
DAL vs LEN
-30.4%
+75.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | -5.8% | +4.7% | +1.7% |
| 30D | +12.8% | +13.7% | -0.9% | +5.9% |
| 3M | -5.3% | -3.9% | -1.4% | -4.0% |
| 6M | +22.4% | -0.4% | +22.7% | +21.6% |
| YTD | +25.6% | -16.8% | +42.5% | +31.0% |
| 1Y | +45.5% | -29.5% | +75.0% | +65.0% |
| All | +45.5% | -30.4% | +75.9% | +65.0% |
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 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