-9.8%
LEN vs DD
+59.3%
-69.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.8% |
| 7D | -3.4% | -3.8% | +0.4% | -1.5% |
| 30D | -5.7% | -9.2% | +3.6% | -1.0% |
| 3M | -12.2% | -9.0% | -3.2% | -8.3% |
| 6M | -18.3% | -5.0% | -13.3% | -16.9% |
| YTD | -20.2% | +7.4% | -27.6% | -23.9% |
| 1Y | -40.1% | +35.1% | -75.2% | -49.6% |
| 3Y | -26.2% | +43.2% | -69.4% | -41.3% |
| 5Y | -9.8% | +59.6% | -69.5% | -30.5% |
| All | -9.8% | +59.3% | -69.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling