+0.4%
DOW vs LEN
+106.4%
-106.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.9% |
| 7D | +3.7% | -8.7% | +12.4% | +6.6% |
| 30D | +16.3% | +11.6% | +4.7% | +11.3% |
| 3M | +9.7% | -1.3% | +11.0% | +8.8% |
| 6M | -14.1% | -1.4% | -12.6% | -16.0% |
| YTD | +46.6% | -16.9% | +63.5% | +50.7% |
| 1Y | +56.8% | -31.2% | +88.0% | +73.2% |
| 3Y | -20.4% | -25.6% | +5.2% | -16.4% |
| 5Y | -27.4% | -13.3% | -14.2% | -30.7% |
| All | +0.4% | +106.4% | -106.0% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling