+114.1%
DASH vs LEN
-17.6%
+131.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.1% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -7.9% | +19.4% | -27.3% | -10.9% |
| 3M | -16.3% | +4.5% | -20.9% | -17.2% |
| 6M | +10.4% | +4.9% | +5.5% | +9.0% |
| YTD | -20.1% | -8.9% | -11.2% | -20.4% |
| 1Y | -11.4% | -23.0% | +11.5% | -9.4% |
| 3Y | +114.1% | -16.7% | +130.8% | +82.4% |
| All | +114.1% | -17.6% | +131.7% | +82.4% |
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 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