+4.3%
DT vs LEN
-37.1%
+41.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.7% |
| 7D | -3.3% | -3.2% | -0.1% | -3.4% |
| 30D | +2.0% | -4.9% | +6.9% | +1.9% |
| 3M | +20.0% | -8.5% | +28.5% | +19.4% |
| 6M | +39.3% | -20.7% | +59.9% | +38.1% |
| YTD | +19.8% | -17.4% | +37.2% | +17.6% |
| 1Y | +4.3% | -38.2% | +42.5% | +7.3% |
| All | +4.3% | -37.1% | +41.4% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling