-4.5%
LEN vs DAR
-37.0%
+32.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | +19.4% | -12.8% | +32.2% | +22.2% |
| 3M | +4.5% | -11.6% | +16.1% | +6.1% |
| 6M | +4.9% | -16.8% | +21.7% | +7.4% |
| YTD | -8.9% | +45.9% | -54.8% | -19.0% |
| 1Y | -23.0% | +61.5% | -84.4% | -33.2% |
| 3Y | -16.7% | +23.0% | -39.7% | -25.5% |
| 5Y | -4.5% | -35.8% | +31.4% | -2.4% |
| All | -4.5% | -37.0% | +32.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling