+132.4%
LEN vs DAR
+311.7%
-179.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -5.8% | +11.6% | -17.3% | -8.9% |
| 30D | +13.7% | -10.2% | +24.0% | +16.9% |
| 3M | -3.9% | -14.8% | +11.0% | -0.1% |
| 6M | -0.4% | -10.1% | +9.7% | +0.8% |
| YTD | -16.8% | +55.5% | -72.4% | -30.5% |
| 1Y | -29.5% | +61.7% | -91.2% | -41.9% |
| 3Y | -25.6% | +37.2% | -62.8% | -38.7% |
| 5Y | -13.2% | -26.9% | +13.7% | -13.8% |
| All | +132.4% | +311.7% | -179.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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