+55.3%
DLR vs LEN
-23.4%
+78.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.0% | -6.4% | +4.3% | -1.0% |
| 30D | +0.5% | +15.6% | -15.1% | -2.2% |
| 3M | -4.4% | -0.8% | -3.7% | -4.7% |
| 6M | -6.4% | +0.4% | -6.8% | -7.2% |
| YTD | +19.5% | -14.1% | +33.6% | +21.1% |
| 1Y | +10.5% | -29.6% | +40.2% | +15.9% |
| All | +55.3% | -23.4% | +78.8% | +50.4% |
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