-38.2%
LEN vs DRI
+6.9%
-45.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -4.9% | +3.8% | -8.7% | -6.6% |
| 3M | -8.5% | +13.0% | -21.5% | -13.0% |
| 6M | -20.7% | +8.3% | -29.0% | -23.6% |
| YTD | -17.4% | +20.6% | -38.0% | -24.2% |
| 1Y | -38.2% | +6.5% | -44.7% | -42.2% |
| All | -38.2% | +6.9% | -45.2% | -42.2% |
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