-99.9%
DFNS vs LEN
+33.7%
-133.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.6% |
| 7D | +4.6% | -3.4% | +8.0% | +4.2% |
| 30D | -73.9% | -5.7% | -68.2% | -74.0% |
| 3M | -71.7% | -12.2% | -59.5% | -72.3% |
| 6M | -94.6% | -18.3% | -76.3% | -94.8% |
| YTD | -98.1% | -20.2% | -77.9% | -98.2% |
| 1Y | -98.3% | -40.1% | -58.2% | -98.5% |
| 3Y | -99.9% | -26.2% | -73.7% | -99.9% |
| 5Y | -99.9% | -9.8% | -90.0% | -99.9% |
| All | -99.9% | +33.7% | -133.6% | -99.9% |
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 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