+88.3%
DT vs LEN
+100.6%
-12.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.6% |
| 7D | +2.7% | -8.7% | +11.5% | +6.0% |
| 30D | -30.4% | +11.6% | -41.9% | -33.4% |
| 3M | -9.4% | -1.3% | -8.1% | -9.9% |
| 6M | +14.5% | -1.4% | +16.0% | +13.0% |
| YTD | +3.6% | -16.9% | +20.5% | +6.9% |
| 1Y | -3.4% | -31.2% | +27.7% | +7.1% |
| 3Y | -11.1% | -25.6% | +14.5% | -10.7% |
| 5Y | -39.5% | -13.3% | -26.2% | -45.4% |
| All | +88.3% | +100.6% | -12.3% | -11.3% |
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 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