-10.8%
DOW vs LEN
+105.1%
-115.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | +0.4% | -4.9% | +5.3% | +1.8% |
| 3M | -14.4% | -8.5% | -5.9% | -12.8% |
| 6M | -7.0% | -20.7% | +13.7% | -1.3% |
| YTD | +30.2% | -17.4% | +47.6% | +35.7% |
| 1Y | +29.2% | -38.2% | +67.5% | +50.4% |
| 3Y | -36.7% | -24.9% | -11.8% | -33.2% |
| 5Y | -37.7% | -11.4% | -26.2% | -40.5% |
| All | -10.8% | +105.1% | -115.9% | -33.0% |
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