+153.0%
DASH vs LEN
-24.6%
+177.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | -10.6% | -3.2% | -7.4% | -9.9% |
| 30D | +2.2% | -4.9% | +7.0% | +3.2% |
| 3M | +32.3% | -8.5% | +40.8% | +34.5% |
| 6M | +19.1% | -20.7% | +39.8% | +23.8% |
| YTD | -6.5% | -17.4% | +10.9% | -4.4% |
| 1Y | -14.9% | -38.2% | +23.4% | -7.3% |
| All | +153.0% | -24.6% | +177.6% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling