+126.0%
DUK vs LEN
+108.0%
+18.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.3% |
| 7D | -0.7% | -4.8% | +4.1% | +0.1% |
| 30D | -2.4% | -6.6% | +4.1% | -1.5% |
| 3M | -3.0% | -15.7% | +12.7% | -0.6% |
| 6M | -6.6% | -16.6% | +10.1% | -4.4% |
| YTD | +4.6% | -21.3% | +25.9% | +7.7% |
| 1Y | +1.2% | -42.0% | +43.3% | +9.3% |
| 3Y | +45.7% | -27.9% | +73.6% | +48.5% |
| 5Y | +40.3% | -10.7% | +51.0% | +34.5% |
| All | +126.0% | +108.0% | +18.0% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling