+14,609.3%
DE vs LEN
+10,533.4%
+4,075.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +10.0% | -3.2% | +13.2% | +10.9% |
| 30D | +13.3% | -4.9% | +18.2% | +14.6% |
| 3M | +17.5% | -8.5% | +26.0% | +19.7% |
| 6M | +13.6% | -20.7% | +34.2% | +19.7% |
| YTD | +49.8% | -17.4% | +67.2% | +55.7% |
| 1Y | +47.9% | -38.2% | +86.1% | +64.8% |
| 3Y | +72.5% | -24.9% | +97.4% | +79.6% |
| 5Y | +90.2% | -11.4% | +101.7% | +85.2% |
| 10Y | +865.4% | +110.0% | +755.3% | +612.3% |
| All | +14,609.3% | +10,533.4% | +4,075.9% | +3,465.9% |
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