-99.7%
DFNS vs LEN
-27.0%
-72.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.4% | +18.2% | +14.6% |
| 7D | -37.0% | +0.7% | -37.6% | -37.7% |
| 30D | -63.4% | +13.0% | -76.4% | -66.3% |
| 3M | -94.1% | +1.9% | -96.0% | -94.3% |
| 6M | -96.3% | -0.7% | -95.6% | -96.4% |
| YTD | -99.6% | -13.8% | -85.8% | -99.6% |
| 1Y | -99.7% | -28.1% | -71.6% | -99.7% |
| All | -99.7% | -27.0% | -72.7% | -99.7% |
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