-20.0%
DOW vs LEN
-25.9%
+5.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.6% |
| 7D | +3.7% | -8.7% | +12.4% | +5.9% |
| 30D | +16.3% | +11.6% | +4.7% | +12.4% |
| 3M | +9.7% | -1.3% | +11.0% | +9.0% |
| 6M | -14.1% | -1.4% | -12.6% | -15.7% |
| YTD | +46.6% | -16.9% | +63.5% | +52.3% |
| 1Y | +56.8% | -31.2% | +88.0% | +77.7% |
| All | -20.0% | -25.9% | +5.9% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling