+4.3%
DT vs LEN
-26.2%
+30.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.5% | -3.4% | +2.8% | -0.2% |
| 30D | +0.1% | -5.7% | +5.7% | +0.6% |
| 3M | +24.1% | -12.2% | +36.3% | +25.4% |
| 6M | +30.1% | -18.3% | +48.4% | +32.4% |
| YTD | +16.8% | -20.2% | +36.9% | +18.4% |
| 1Y | -0.1% | -40.1% | +40.0% | +6.1% |
| All | +4.3% | -26.2% | +30.6% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling