+3,523.8%
DLR vs LEN
+151.0%
+3,372.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.3% |
| 7D | +5.0% | -8.7% | +13.8% | +7.9% |
| 30D | +3.0% | +11.6% | -8.6% | -1.1% |
| 3M | -6.3% | -1.3% | -5.0% | -6.9% |
| 6M | -4.8% | -1.4% | -3.3% | -5.8% |
| YTD | +21.0% | -16.9% | +37.9% | +25.2% |
| 1Y | +15.1% | -31.2% | +46.3% | +25.8% |
| 3Y | +56.0% | -25.6% | +81.6% | +61.0% |
| 5Y | +39.1% | -13.3% | +52.4% | +33.6% |
| 10Y | +193.3% | +138.4% | +54.9% | +80.4% |
| All | +3,523.8% | +151.0% | +3,372.8% | +1,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling