+0.1%
DOW vs LEN
+106.5%
-106.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +5.2% | -5.8% | +11.0% | +7.1% |
| 30D | +13.2% | +13.7% | -0.5% | +7.7% |
| 3M | +10.1% | -3.9% | +14.0% | +10.2% |
| 6M | -13.1% | -0.4% | -12.7% | -15.3% |
| YTD | +46.1% | -16.8% | +63.0% | +50.2% |
| 1Y | +50.0% | -29.5% | +79.5% | +64.3% |
| 3Y | -20.2% | -25.6% | +5.3% | -16.3% |
| 5Y | -27.7% | -13.2% | -14.5% | -31.0% |
| All | +0.1% | +106.5% | -106.4% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling