+45.6%
DUK vs LEN
-28.8%
+74.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | -0.6% |
| 7D | -1.7% | -7.8% | +6.1% | -1.1% |
| 30D | -2.2% | -11.0% | +8.8% | -1.4% |
| 3M | -3.7% | -12.8% | +9.1% | -2.8% |
| 6M | -6.3% | -20.2% | +13.9% | -4.9% |
| YTD | +4.5% | -23.0% | +27.5% | +6.3% |
| 1Y | +1.8% | -41.8% | +43.6% | +6.0% |
| All | +45.6% | -28.8% | +74.5% | +40.1% |
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