+10,331.5%
LEN vs DD
+961.9%
+9,369.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.2% | -3.5% | +0.3% | -1.4% |
| 30D | -4.9% | -10.3% | +5.4% | +0.5% |
| 3M | -8.5% | -7.5% | -0.9% | -5.0% |
| 6M | -20.7% | -8.0% | -12.7% | -17.8% |
| YTD | -17.4% | +10.5% | -27.9% | -22.3% |
| 1Y | -38.2% | +38.3% | -76.5% | -48.6% |
| 3Y | -24.9% | +42.5% | -67.4% | -40.2% |
| 5Y | -11.4% | +60.2% | -71.6% | -34.5% |
| 10Y | +110.0% | +68.9% | +41.2% | +39.8% |
| All | +10,331.5% | +961.9% | +9,369.6% | +2,839.3% |
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