+1,628.0%
DIS vs LEN
+11,263.3%
-9,635.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +11.5% | +5.3% | +6.2% | +9.7% |
| 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% | +12.7% |
| 3Y | +43.3% | -18.7% | +62.0% | +45.2% |
| 5Y | -31.4% | -4.4% | -27.0% | -34.1% |
| 10Y | +37.1% | +152.2% | -115.1% | +0.1% |
| All | +1,628.0% | +11,263.3% | -9,635.2% | +397.3% |
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 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