-25.6%
LEN vs DBX
+26.5%
-52.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.3% |
| 7D | -8.7% | -6.3% | -2.5% | -8.0% |
| 30D | +11.6% | -5.9% | +17.4% | +12.4% |
| 3M | -1.3% | -0.4% | -0.9% | -1.4% |
| 6M | -1.4% | +29.8% | -31.3% | -4.9% |
| YTD | -16.9% | +20.5% | -37.4% | -19.0% |
| 1Y | -31.2% | +8.7% | -39.8% | -31.6% |
| All | -25.6% | +26.5% | -52.1% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling