+58.3%
DLR vs LEN
-26.2%
+84.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.9% | -3.4% | +6.3% | +3.6% |
| 30D | -1.2% | -5.7% | +4.5% | -0.2% |
| 3M | +2.9% | -12.2% | +15.2% | +5.2% |
| 6M | +6.7% | -18.3% | +25.0% | +10.3% |
| YTD | +23.9% | -20.2% | +44.1% | +28.1% |
| 1Y | +18.6% | -40.1% | +58.7% | +29.8% |
| All | +58.3% | -26.2% | +84.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling