+109.1%
LEN vs DRI
+348.4%
-239.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | -3.4% | -4.8% | +1.4% | -1.1% |
| 30D | -5.7% | -3.9% | -1.7% | -4.0% |
| 3M | -12.2% | +5.1% | -17.3% | -14.4% |
| 6M | -18.3% | +5.5% | -23.8% | -20.7% |
| YTD | -20.2% | +16.5% | -36.7% | -26.3% |
| 1Y | -40.1% | +2.0% | -42.0% | -41.3% |
| 3Y | -26.2% | +54.5% | -80.7% | -41.9% |
| 5Y | -9.8% | +66.6% | -76.4% | -32.1% |
| 10Y | +109.1% | +353.6% | -244.5% | -1.4% |
| All | +109.1% | +348.4% | -239.3% | -1.4% |
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