-39.7%
DT vs LEN
-7.9%
-31.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -5.4% | -6.4% | +0.9% | -3.7% |
| 30D | -32.2% | +15.6% | -47.8% | -35.1% |
| 3M | -10.9% | -0.8% | -10.2% | -11.2% |
| 6M | +10.0% | +0.4% | +9.6% | +8.5% |
| YTD | +2.1% | -14.1% | +16.2% | +4.0% |
| 1Y | -5.5% | -29.6% | +24.1% | +3.2% |
| 3Y | -12.4% | -23.1% | +10.7% | -16.0% |
| 5Y | -39.7% | -8.9% | -30.8% | -52.3% |
| All | -39.7% | -7.9% | -31.8% | -52.3% |
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 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