-99.6%
DFNS vs LEN
-21.9%
-77.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.1% | -25.4% | -20.9% |
| 7D | -27.7% | +10.5% | -38.1% | -31.5% |
| 30D | -58.0% | +24.6% | -82.6% | -62.9% |
| 3M | -94.0% | +6.6% | -100.6% | -94.3% |
| 6M | -94.6% | +10.6% | -105.2% | -95.0% |
| YTD | -99.4% | -8.3% | -91.1% | -99.5% |
| 1Y | -99.6% | -22.5% | -77.1% | -99.6% |
| All | -99.6% | -21.9% | -77.8% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling