-9.8%
LEN vs DBX
+8.9%
-18.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -3.4% | +0.3% | -3.6% | -3.5% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | -12.2% | +26.1% | -38.3% | -18.6% |
| 6M | -18.3% | +29.4% | -47.6% | -25.6% |
| YTD | -20.2% | +24.4% | -44.6% | -26.5% |
| 1Y | -40.1% | +10.9% | -50.9% | -42.7% |
| 3Y | -26.2% | +24.1% | -50.3% | -36.3% |
| 5Y | -9.8% | +7.8% | -17.6% | -28.6% |
| All | -9.8% | +8.9% | -18.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling