+35.3%
DLR vs LEN
-12.1%
+47.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.7% |
| 7D | +3.4% | -2.9% | +6.3% | +4.2% |
| 30D | -2.2% | -8.9% | +6.6% | +0.2% |
| 3M | +4.7% | -10.9% | +15.6% | +7.6% |
| 6M | +9.0% | -19.7% | +28.7% | +15.1% |
| YTD | +24.1% | -20.6% | +44.7% | +30.8% |
| 1Y | +20.9% | -42.4% | +63.4% | +39.8% |
| 3Y | +60.0% | -26.5% | +86.6% | +61.4% |
| 5Y | +35.3% | -10.9% | +46.2% | +14.5% |
| All | +35.3% | -12.1% | +47.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling