+11.7%
DASH vs LEN
+29.3%
-17.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.1% |
| 7D | -10.6% | -3.2% | -7.4% | -9.2% |
| 30D | +2.2% | -4.9% | +7.0% | +4.4% |
| 3M | +32.3% | -8.5% | +40.8% | +37.2% |
| 6M | +19.1% | -20.7% | +39.8% | +31.5% |
| YTD | -6.5% | -17.4% | +10.9% | -0.6% |
| 1Y | -14.9% | -38.2% | +23.4% | +3.9% |
| 3Y | +151.9% | -24.9% | +176.8% | +144.8% |
| 5Y | +9.4% | -11.4% | +20.9% | -15.0% |
| All | +11.7% | +29.3% | -17.6% | -17.9% |
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 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