+75.9%
DE vs LEN
-27.3%
+103.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -2.6% | -4.8% | +2.2% | -1.3% |
| 30D | +9.0% | -6.6% | +15.6% | +10.8% |
| 3M | +19.1% | -15.7% | +34.8% | +24.2% |
| 6M | +14.4% | -16.6% | +31.0% | +19.2% |
| YTD | +45.9% | -21.3% | +67.3% | +53.4% |
| 1Y | +43.6% | -42.0% | +85.6% | +64.0% |
| 3Y | +75.9% | -27.9% | +103.8% | +78.9% |
| All | +75.9% | -27.3% | +103.2% | +78.9% |
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 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