-4.5%
DASH vs LEN
+42.6%
-47.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.8% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | -7.9% | +19.4% | -27.3% | -15.2% |
| 3M | -16.3% | +4.5% | -20.9% | -18.5% |
| 6M | +10.4% | +4.9% | +5.5% | +6.8% |
| YTD | -20.1% | -8.9% | -11.2% | -19.3% |
| 1Y | -11.4% | -23.0% | +11.5% | -3.3% |
| 3Y | +114.1% | -16.7% | +130.8% | +97.1% |
| 5Y | -5.8% | -4.5% | -1.3% | -29.8% |
| All | -4.5% | +42.6% | -47.1% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling