-98.3%
DFNS vs LEN
-41.8%
-56.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | +4.6% | -3.4% | +8.0% | +6.5% |
| 30D | -73.9% | -5.7% | -68.2% | -73.4% |
| 3M | -71.7% | -12.2% | -59.5% | -70.5% |
| 6M | -94.6% | -18.3% | -76.3% | -94.3% |
| YTD | -98.1% | -20.2% | -77.9% | -98.1% |
| 1Y | -98.3% | -40.1% | -58.2% | -97.9% |
| All | -98.3% | -41.8% | -56.5% | -97.9% |
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 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