+98.7%
LEN vs DD
+67.0%
+31.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | -7.8% | -2.9% | -4.9% | -6.3% |
| 30D | -11.0% | -11.5% | +0.5% | -5.2% |
| 3M | -12.8% | -5.4% | -7.4% | -10.5% |
| 6M | -20.2% | -6.9% | -13.3% | -17.8% |
| YTD | -23.0% | +6.9% | -29.9% | -26.5% |
| 1Y | -41.8% | +35.6% | -77.4% | -51.5% |
| 3Y | -28.8% | +42.5% | -71.3% | -43.9% |
| 5Y | -12.6% | +58.5% | -71.1% | -36.2% |
| All | +98.7% | +67.0% | +31.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling