+118.4%
DAL vs LEN
-7.9%
+126.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +2.3% | -6.4% | +8.7% | +5.4% |
| 30D | +14.3% | +15.6% | -1.3% | +6.4% |
| 3M | +1.3% | -0.8% | +2.0% | +0.9% |
| 6M | +29.3% | +0.4% | +28.9% | +27.8% |
| YTD | +33.0% | -14.1% | +47.1% | +39.7% |
| 1Y | +59.8% | -29.6% | +89.5% | +83.8% |
| 3Y | +177.2% | -23.1% | +200.3% | +188.0% |
| 5Y | +118.4% | -8.9% | +127.2% | +86.1% |
| All | +118.4% | -7.9% | +126.3% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling