-96.0%
DFNS vs LEN
-0.3%
-95.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.4% | +18.2% | +13.7% |
| 7D | -37.0% | +0.7% | -37.6% | -37.4% |
| 30D | -63.4% | +13.0% | -76.4% | -65.8% |
| 3M | -94.1% | +1.9% | -96.0% | -94.2% |
| All | -96.0% | -0.3% | -95.7% | -96.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling