+109.1%
LEN vs DAR
+364.6%
-255.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -5.7% | +7.4% | -13.1% | -8.1% |
| 3M | -12.2% | +15.7% | -27.9% | -17.2% |
| 6M | -18.3% | +30.0% | -48.3% | -26.4% |
| YTD | -20.2% | +87.5% | -107.7% | -36.6% |
| 1Y | -40.1% | +113.4% | -153.4% | -54.8% |
| 3Y | -26.2% | +15.3% | -41.5% | -34.0% |
| 5Y | -9.8% | -4.3% | -5.5% | -18.3% |
| 10Y | +109.1% | +380.2% | -271.0% | -12.9% |
| All | +109.1% | +364.6% | -255.5% | -12.9% |
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