+2,563.5%
DUK vs LEN
+10,125.0%
-7,561.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +1.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.0% |
| 30D | -2.0% | -8.9% | +6.8% | -1.1% |
| 3M | +0.2% | -10.9% | +11.1% | +1.2% |
| 6M | -6.9% | -19.7% | +12.8% | -5.1% |
| YTD | +6.1% | -20.6% | +26.7% | +8.1% |
| 1Y | +4.4% | -42.4% | +46.9% | +9.7% |
| 3Y | +49.1% | -26.5% | +75.7% | +51.3% |
| 5Y | +39.6% | -10.9% | +50.5% | +37.3% |
| 10Y | +125.1% | +100.6% | +24.5% | +98.0% |
| All | +2,563.5% | +10,125.0% | -7,561.5% | +1,683.2% |
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