+115.6%
DT vs LEN
+85.8%
+29.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +2.9% |
| 7D | -2.5% | -7.8% | +5.2% | +0.4% |
| 30D | +3.5% | -11.0% | +14.6% | +7.9% |
| 3M | +26.7% | -12.8% | +39.5% | +32.1% |
| 6M | +36.1% | -20.2% | +56.3% | +45.5% |
| YTD | +18.6% | -23.0% | +41.7% | +26.9% |
| 1Y | +7.9% | -41.8% | +49.7% | +28.6% |
| 3Y | +8.6% | -28.8% | +37.4% | +11.2% |
| 5Y | -26.7% | -12.6% | -14.1% | -33.9% |
| All | +115.6% | +85.8% | +29.8% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling