-35.9%
DOW vs LEN
-10.6%
-25.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -6.0% | -3.4% | -2.6% | -5.2% |
| 30D | -2.7% | -5.7% | +2.9% | -1.3% |
| 3M | -10.5% | -12.2% | +1.8% | -8.0% |
| 6M | -12.4% | -18.3% | +5.8% | -8.7% |
| YTD | +30.0% | -20.2% | +50.2% | +36.5% |
| 1Y | +27.8% | -40.1% | +67.9% | +48.5% |
| 3Y | -34.9% | -26.2% | -8.7% | -30.7% |
| 5Y | -35.9% | -9.8% | -26.0% | -39.4% |
| All | -35.9% | -10.6% | -25.3% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling