+29.2%
DOW vs LEN
-37.1%
+66.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | -2.4% | -3.2% | +0.8% | -2.3% |
| 30D | +0.4% | -4.9% | +5.3% | +0.5% |
| 3M | -14.4% | -8.5% | -5.9% | -13.8% |
| 6M | -7.0% | -20.7% | +13.7% | +0.8% |
| YTD | +30.2% | -17.4% | +47.6% | +37.0% |
| 1Y | +29.2% | -38.2% | +67.5% | +60.7% |
| All | +29.2% | -37.1% | +66.3% | +60.7% |
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 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