+9.8%
DIA vs LEN
-31.8%
+41.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | +1.6% | -8.7% | +10.3% | +3.0% |
| 30D | +1.2% | +11.6% | -10.3% | -0.6% |
| 3M | -2.4% | -1.3% | -1.1% | -2.4% |
| 6M | +5.7% | -1.4% | +7.1% | +5.4% |
| YTD | +9.9% | -16.9% | +26.8% | +11.0% |
| 1Y | +9.8% | -31.2% | +41.0% | +14.2% |
| All | +9.8% | -31.8% | +41.6% | +14.2% |
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