+37.2%
DIS vs LEN
-25.9%
+63.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -5.8% | +7.7% | +3.2% |
| 30D | +9.2% | +13.7% | -4.6% | +5.8% |
| 3M | +13.5% | -3.9% | +17.4% | +14.1% |
| 6M | +14.3% | -0.4% | +14.7% | +13.4% |
| YTD | +5.4% | -16.8% | +22.2% | +8.5% |
| 1Y | +12.2% | -29.5% | +41.6% | +19.4% |
| 3Y | +37.2% | -25.6% | +62.8% | +35.3% |
| All | +37.2% | -25.9% | +63.0% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling