-5.2%
DASH vs LEN
+38.2%
-43.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.3% |
| 7D | +0.4% | +2.1% | -1.7% | -0.4% |
| 30D | -6.0% | +16.6% | -22.6% | -12.5% |
| 3M | -15.8% | +5.3% | -21.1% | -18.2% |
| 6M | +7.0% | -0.8% | +7.7% | +6.2% |
| YTD | -20.7% | -11.7% | -8.9% | -18.6% |
| 1Y | -8.5% | -24.6% | +16.1% | +0.8% |
| 3Y | +101.8% | -18.7% | +120.5% | +87.6% |
| 5Y | -9.6% | -4.4% | -5.1% | -32.2% |
| All | -5.2% | +38.2% | -43.4% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling