-41.1%
DIS vs LEN
-10.8%
-30.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.6% | -3.2% | +0.6% | -1.6% |
| 30D | +3.5% | -4.9% | +8.4% | +4.9% |
| 3M | +6.8% | -8.5% | +15.3% | +9.2% |
| 6M | +3.0% | -20.7% | +23.6% | +9.5% |
| YTD | -6.7% | -17.4% | +10.7% | -2.3% |
| 1Y | -10.1% | -38.2% | +28.2% | +2.4% |
| 3Y | +33.0% | -24.9% | +57.9% | +34.7% |
| All | -41.1% | -10.8% | -30.3% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling