+161.0%
DAL vs LEN
-25.9%
+186.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | -5.8% | +4.7% | +1.5% |
| 30D | +12.8% | +13.7% | -0.9% | +6.3% |
| 3M | -5.3% | -3.9% | -1.4% | -4.2% |
| 6M | +22.4% | -0.4% | +22.7% | +21.7% |
| YTD | +25.6% | -16.8% | +42.5% | +33.1% |
| 1Y | +45.5% | -29.5% | +75.0% | +65.0% |
| 3Y | +161.0% | -25.6% | +186.5% | +150.6% |
| All | +161.0% | -25.9% | +186.8% | +150.6% |
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