+392.2%
DAL vs LEN
+163.3%
+229.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +3.6% |
| 7D | +8.8% | +2.1% | +6.7% | +7.7% |
| 30D | +5.4% | +16.6% | -11.2% | -2.1% |
| 3M | -4.9% | +5.3% | -10.2% | -7.9% |
| 6M | +19.8% | -0.8% | +20.6% | +19.3% |
| YTD | +27.0% | -11.7% | +38.7% | +32.1% |
| 1Y | +52.5% | -24.6% | +77.1% | +69.9% |
| 3Y | +173.8% | -18.7% | +192.5% | +185.5% |
| 5Y | +104.5% | -4.4% | +109.0% | +92.4% |
| 10Y | +129.7% | +152.2% | -22.5% | +24.7% |
| All | +392.2% | +163.3% | +229.0% | +48.1% |
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 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