+11.1%
DLR vs LEN
-41.0%
+52.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.4% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | -4.3% | -6.6% | +2.3% | -3.5% |
| 3M | +3.8% | -15.7% | +19.5% | +6.0% |
| 6M | +5.8% | -16.6% | +22.5% | +7.3% |
| YTD | +23.5% | -21.3% | +44.9% | +25.9% |
| 1Y | +11.1% | -42.0% | +53.1% | +11.6% |
| All | +11.1% | -41.0% | +52.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling