+21.2%
DIS vs LEN
+99.2%
-78.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.9% |
| 7D | -1.1% | -2.9% | +1.8% | -0.3% |
| 30D | +0.1% | -8.9% | +9.0% | +2.8% |
| 3M | +7.1% | -10.9% | +18.0% | +10.2% |
| 6M | +4.3% | -19.7% | +23.9% | +10.1% |
| YTD | -6.9% | -20.6% | +13.6% | -1.7% |
| 1Y | -10.3% | -42.4% | +32.1% | +3.4% |
| 3Y | +32.8% | -26.5% | +59.4% | +38.2% |
| 5Y | -41.5% | -10.9% | -30.5% | -44.0% |
| 10Y | +21.2% | +100.6% | -79.4% | -10.6% |
| All | +21.2% | +99.2% | -78.0% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling