+40.9%
DUK vs LEN
-11.2%
+52.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -0.7% | -4.8% | +4.1% | -0.1% |
| 30D | -2.4% | -6.6% | +4.1% | -1.8% |
| 3M | -3.0% | -15.7% | +12.7% | -1.3% |
| 6M | -6.6% | -16.6% | +10.1% | -5.0% |
| YTD | +4.6% | -21.3% | +25.9% | +6.8% |
| 1Y | +1.2% | -42.0% | +43.3% | +7.1% |
| 3Y | +45.7% | -27.9% | +73.6% | +46.7% |
| All | +40.9% | -11.2% | +52.1% | +31.6% |
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