+117.6%
DT vs LEN
+99.3%
+18.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | +2.0% | -4.9% | +6.9% | +3.7% |
| 3M | +20.0% | -8.5% | +28.5% | +23.0% |
| 6M | +39.3% | -20.7% | +59.9% | +49.4% |
| YTD | +19.8% | -17.4% | +37.2% | +24.9% |
| 1Y | +4.3% | -38.2% | +42.5% | +21.6% |
| 3Y | +7.7% | -24.9% | +32.6% | +8.3% |
| 5Y | -26.8% | -11.4% | -15.4% | -34.1% |
| All | +117.6% | +99.3% | +18.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling