+851.5%
DE vs LEN
+108.0%
+743.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -2.6% | -4.8% | +2.2% | -1.2% |
| 30D | +9.0% | -6.6% | +15.6% | +11.1% |
| 3M | +19.1% | -15.7% | +34.8% | +24.8% |
| 6M | +14.4% | -16.6% | +31.0% | +19.7% |
| YTD | +45.9% | -21.3% | +67.3% | +54.7% |
| 1Y | +43.6% | -42.0% | +85.6% | +66.3% |
| 3Y | +75.9% | -27.9% | +103.8% | +85.7% |
| 5Y | +98.8% | -10.7% | +109.5% | +90.0% |
| All | +851.5% | +108.0% | +743.4% | +559.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling