-8.5%
DASH vs LEN
-25.4%
+16.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.6% |
| 7D | +0.4% | +2.1% | -1.7% | 0.0% |
| 30D | -6.0% | +16.6% | -22.6% | -8.5% |
| 3M | -15.8% | +5.3% | -21.1% | -16.7% |
| 6M | +7.0% | -0.8% | +7.7% | +5.9% |
| YTD | -20.7% | -11.7% | -8.9% | -23.5% |
| 1Y | -8.5% | -24.6% | +16.1% | -10.9% |
| All | -8.5% | -25.4% | +16.8% | -10.9% |
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