-11.6%
DASH vs LEN
-30.4%
+18.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.4% |
| 7D | -4.1% | -8.7% | +4.7% | -2.1% |
| 30D | -10.6% | +11.6% | -22.2% | -11.9% |
| 3M | -18.8% | -1.3% | -17.5% | -18.5% |
| 6M | +11.2% | -1.4% | +12.6% | +11.8% |
| YTD | -23.8% | -16.9% | -6.9% | -25.6% |
| All | -11.6% | -30.4% | +18.8% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling