+1,129.1%
DIA vs LEN
+1,084.5%
+44.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | -1.5% | -4.9% | +3.4% | -0.6% |
| 3M | +3.8% | -8.5% | +12.3% | +5.3% |
| 6M | +10.3% | -20.7% | +30.9% | +15.0% |
| YTD | +12.1% | -17.4% | +29.5% | +15.6% |
| 1Y | +18.6% | -38.2% | +56.9% | +29.4% |
| 3Y | +60.6% | -24.9% | +85.5% | +65.2% |
| 5Y | +64.4% | -11.4% | +75.9% | +60.6% |
| 10Y | +250.1% | +110.0% | +140.1% | +172.3% |
| All | +1,129.1% | +1,084.5% | +44.6% | +451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling