-28.1%
DT vs LEN
-12.1%
-16.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.9% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | +2.7% | -8.9% | +11.6% | +5.4% |
| 3M | +20.0% | -10.9% | +30.9% | +23.4% |
| 6M | +28.0% | -19.7% | +47.7% | +35.4% |
| YTD | +16.0% | -20.6% | +36.6% | +21.6% |
| 1Y | +0.7% | -42.4% | +43.1% | +18.6% |
| 3Y | +6.2% | -26.5% | +32.7% | +2.7% |
| 5Y | -28.1% | -10.9% | -17.2% | -42.0% |
| All | -28.1% | -12.1% | -16.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling