+10,399.3%
LEN vs DD
+1,148.4%
+9,250.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -8.7% | +6.7% | -15.5% | -11.8% |
| 30D | +11.6% | +19.4% | -7.9% | +1.2% |
| 3M | -1.3% | +7.6% | -8.9% | -5.6% |
| 6M | -1.4% | +2.9% | -4.3% | -4.0% |
| YTD | -16.9% | +29.9% | -46.7% | -28.5% |
| 1Y | -31.2% | +28.6% | -59.8% | -40.5% |
| 3Y | -25.6% | +90.0% | -115.6% | -49.1% |
| 5Y | -13.3% | +68.1% | -81.4% | -37.6% |
| 10Y | +138.4% | +98.7% | +39.7% | +45.0% |
| All | +10,399.3% | +1,148.4% | +9,250.9% | +2,604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling