-13.9%
DT vs LEN
-23.4%
+9.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -5.4% | -6.4% | +0.9% | -4.9% |
| 30D | -32.2% | +15.6% | -47.8% | -32.8% |
| 3M | -10.9% | -0.8% | -10.2% | -10.9% |
| 6M | +10.0% | +0.4% | +9.6% | +9.7% |
| YTD | +2.1% | -14.1% | +16.2% | +2.6% |
| 1Y | -5.5% | -29.6% | +24.1% | -2.4% |
| All | -13.9% | -23.4% | +9.5% | -19.5% |
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