-16.8%
DASH vs LEN
-8.8%
-8.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +1.2% |
| 7D | -2.8% | +0.7% | -3.4% | -3.1% |
| 30D | -9.3% | +13.0% | -22.3% | -14.8% |
| 3M | -15.1% | +1.9% | -17.0% | -16.5% |
| 6M | +8.7% | -0.7% | +9.5% | +7.7% |
| YTD | -21.3% | -13.8% | -7.5% | -18.3% |
| 1Y | -12.7% | -28.1% | +15.4% | -0.2% |
| 3Y | +103.8% | -22.8% | +126.6% | +85.3% |
| 5Y | -16.8% | -7.4% | -9.4% | -46.7% |
| All | -16.8% | -8.8% | -8.0% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling