-100.0%
DFNS vs LEN
-3.7%
-96.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -2.5% |
| 7D | -42.8% | +0.6% | -43.4% | -42.5% |
| 30D | -67.6% | +19.4% | -87.0% | -66.5% |
| 3M | -94.9% | +4.5% | -99.4% | -94.8% |
| 6M | -96.7% | +4.9% | -101.7% | -96.7% |
| YTD | -99.6% | -8.9% | -90.7% | -99.6% |
| 1Y | -99.7% | -23.0% | -76.8% | -99.8% |
| 3Y | -100.0% | -16.7% | -83.3% | -100.0% |
| All | -100.0% | -3.7% | -96.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling