+132.3%
LEN vs DRI
+330.2%
-197.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -8.7% | -0.3% | -8.4% | -8.6% |
| 30D | +11.6% | +10.8% | +0.7% | +6.6% |
| 3M | -1.3% | +0.9% | -2.2% | -1.7% |
| 6M | -1.4% | +16.3% | -17.8% | -8.5% |
| YTD | -16.9% | +27.8% | -44.7% | -26.5% |
| 1Y | -31.2% | +33.9% | -65.0% | -40.4% |
| 3Y | -25.6% | +67.2% | -92.8% | -43.6% |
| 5Y | -13.3% | +79.0% | -92.2% | -36.7% |
| All | +132.3% | +330.2% | -197.9% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling