+381.8%
DAL vs LEN
+171.7%
+210.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.0% |
| 7D | +4.6% | +7.2% | -2.6% | +1.2% |
| 30D | +2.3% | +19.1% | -16.8% | -5.8% |
| 3M | -8.1% | +4.9% | -13.0% | -10.8% |
| 6M | +21.4% | +7.6% | +13.8% | +16.5% |
| YTD | +24.3% | -8.9% | +33.2% | +27.5% |
| 1Y | +47.4% | -22.7% | +70.1% | +62.5% |
| 3Y | +164.6% | -16.8% | +181.4% | +173.3% |
| 5Y | +100.2% | -1.4% | +101.6% | +85.7% |
| 10Y | +124.9% | +160.3% | -35.4% | +20.4% |
| All | +381.8% | +171.7% | +210.1% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling