+146.2%
LEN vs DRI
+339.9%
-193.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -6.4% | -0.7% | -5.6% | -6.0% |
| 30D | +15.6% | +14.7% | +1.0% | +8.7% |
| 3M | -0.8% | +5.4% | -6.2% | -3.3% |
| 6M | +0.4% | +18.8% | -18.5% | -7.8% |
| YTD | -14.1% | +28.4% | -42.5% | -24.2% |
| 1Y | -29.6% | +37.7% | -67.3% | -39.9% |
| 3Y | -23.1% | +68.0% | -91.1% | -41.9% |
| 5Y | -8.9% | +78.8% | -87.7% | -33.6% |
| 10Y | +146.2% | +334.2% | -187.9% | +15.3% |
| All | +146.2% | +339.9% | -193.6% | +15.3% |
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