-29.5%
LEN vs DBX
+25.2%
-54.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.9% | -3.7% |
| 7D | -7.8% | -1.8% | -5.9% | -7.5% |
| 30D | -11.0% | +2.8% | -13.9% | -11.4% |
| 3M | -12.8% | +26.8% | -39.5% | -15.5% |
| 6M | -20.2% | +32.8% | -53.0% | -23.4% |
| YTD | -23.0% | +26.1% | -49.1% | -25.5% |
| 1Y | -41.8% | +14.1% | -55.9% | -42.6% |
| All | -29.5% | +25.2% | -54.6% | -34.4% |
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