-25.6%
LEN vs DD
+89.9%
-115.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -8.7% | +6.7% | -15.5% | -11.3% |
| 30D | +11.6% | +19.4% | -7.9% | +2.7% |
| 3M | -1.3% | +7.6% | -8.9% | -4.9% |
| 6M | -1.4% | +2.9% | -4.3% | -3.5% |
| YTD | -16.9% | +29.9% | -46.7% | -26.8% |
| 1Y | -31.2% | +28.6% | -59.8% | -39.1% |
| All | -25.6% | +89.9% | -115.5% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling