+171.8%
DLR vs LEN
+103.6%
+68.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.1% |
| 7D | -1.3% | -7.8% | +6.5% | +0.7% |
| 30D | -2.9% | -11.0% | +8.2% | -0.2% |
| 3M | +3.2% | -12.8% | +16.0% | +6.2% |
| 6M | +3.9% | -20.2% | +24.1% | +9.0% |
| YTD | +21.4% | -23.0% | +44.5% | +28.1% |
| 1Y | +9.7% | -41.8% | +51.5% | +23.4% |
| 3Y | +56.5% | -28.8% | +85.3% | +63.1% |
| 5Y | +41.5% | -12.6% | +54.1% | +36.8% |
| All | +171.8% | +103.6% | +68.2% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling