-98.3%
DFNS vs LEN
-37.1%
-61.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -16.0% | -3.2% | -12.8% | -14.5% |
| 30D | -77.7% | -4.9% | -72.8% | -77.4% |
| 3M | -77.2% | -8.5% | -68.7% | -76.7% |
| 6M | -95.2% | -20.7% | -74.5% | -94.9% |
| YTD | -98.0% | -17.4% | -80.6% | -98.0% |
| 1Y | -98.3% | -38.2% | -60.0% | -98.0% |
| All | -98.3% | -37.1% | -61.2% | -98.0% |
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 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