+43.3%
DIS vs LEN
-18.1%
+61.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +5.2% | +2.1% | +3.2% | +4.7% |
| 30D | +11.5% | +16.6% | -5.1% | +7.5% |
| 3M | +11.5% | +5.3% | +6.2% | +9.8% |
| 6M | +8.9% | -0.8% | +9.6% | +8.2% |
| YTD | +3.4% | -11.7% | +15.1% | +5.1% |
| 1Y | +7.2% | -24.6% | +31.8% | +12.4% |
| 3Y | +43.3% | -18.7% | +62.0% | +52.9% |
| All | +43.3% | -18.1% | +61.4% | +52.9% |
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