-12.2%
LEN vs DBX
+23.9%
-36.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.5% |
| 7D | -8.7% | -6.3% | -2.5% | -7.1% |
| 30D | +11.6% | -5.9% | +17.4% | +13.6% |
| 3M | -1.3% | -0.4% | -0.9% | -1.7% |
| 6M | -1.4% | +29.8% | -31.3% | -10.4% |
| YTD | -16.9% | +20.5% | -37.4% | -23.3% |
| 1Y | -31.2% | +8.7% | -39.8% | -34.0% |
| 3Y | -25.6% | +25.9% | -51.5% | -37.6% |
| All | -12.2% | +23.9% | -36.1% | -33.8% |
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 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