-10.2%
DOW vs LEN
+91.2%
-101.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +2.0% |
| 7D | -2.4% | -7.8% | +5.4% | +0.3% |
| 30D | -4.1% | -11.0% | +6.9% | -0.4% |
| 3M | -12.4% | -12.8% | +0.4% | -9.3% |
| 6M | -10.6% | -20.2% | +9.6% | -5.8% |
| YTD | +31.1% | -23.0% | +54.1% | +39.8% |
| 1Y | +30.5% | -41.8% | +72.3% | +54.9% |
| 3Y | -34.4% | -28.8% | -5.6% | -29.6% |
| 5Y | -35.5% | -12.6% | -22.9% | -38.4% |
| All | -10.2% | +91.2% | -101.4% | -30.9% |
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