+1,458.7%
DIS vs LEN
+10,533.4%
-9,074.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.6% | -3.2% | +0.6% | -1.9% |
| 30D | +3.5% | -4.9% | +8.4% | +4.6% |
| 3M | +6.8% | -8.5% | +15.3% | +8.7% |
| 6M | +3.0% | -20.7% | +23.6% | +8.0% |
| YTD | -6.7% | -17.4% | +10.7% | -3.3% |
| 1Y | -10.1% | -38.2% | +28.2% | -0.7% |
| 3Y | +33.0% | -24.9% | +57.9% | +37.7% |
| 5Y | -40.0% | -11.4% | -28.5% | -41.1% |
| 10Y | +21.1% | +110.0% | -89.0% | -7.6% |
| All | +1,458.7% | +10,533.4% | -9,074.7% | +357.6% |
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 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