+57.0%
LEN vs DBX
+22.6%
+34.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -4.8% | +2.1% | -6.9% | -5.2% |
| 30D | -6.6% | +5.7% | -12.3% | -7.9% |
| 3M | -15.7% | +31.8% | -47.5% | -21.5% |
| 6M | -16.6% | +37.5% | -54.1% | -24.0% |
| YTD | -21.3% | +27.9% | -49.3% | -27.1% |
| 1Y | -42.0% | +15.0% | -57.1% | -44.9% |
| 3Y | -27.9% | +27.2% | -55.1% | -35.2% |
| 5Y | -10.7% | +12.8% | -23.5% | -19.9% |
| All | +57.0% | +22.6% | +34.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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