-22.5%
LEN vs DRI
+34.0%
-56.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.1% | +2.0% | +4.7% |
| 7D | +10.5% | +6.5% | +4.0% | +7.5% |
| 30D | +24.6% | +16.4% | +8.2% | +17.1% |
| 3M | +6.6% | +13.6% | -7.0% | +0.5% |
| 6M | +10.6% | +22.0% | -11.4% | +1.1% |
| YTD | -8.3% | +29.3% | -37.6% | -20.1% |
| 1Y | -22.5% | +32.0% | -54.5% | -33.9% |
| All | -22.5% | +34.0% | -56.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling