+64.9%
LEN vs DBX
+20.1%
+44.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -3.2% | -2.4% | -0.7% | -2.6% |
| 30D | -4.9% | -0.5% | -4.4% | -4.9% |
| 3M | -8.5% | +28.1% | -36.5% | -14.3% |
| 6M | -20.7% | +33.1% | -53.7% | -27.1% |
| YTD | -17.4% | +25.3% | -42.7% | -23.0% |
| 1Y | -38.2% | +18.3% | -56.6% | -41.8% |
| 3Y | -24.9% | +25.0% | -49.9% | -32.2% |
| 5Y | -11.4% | +7.5% | -19.0% | -19.8% |
| All | +64.9% | +20.1% | +44.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling