-26.5%
LEN vs DRI
+56.7%
-83.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.2% |
| 7D | -2.9% | -1.2% | -1.7% | -2.4% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -10.9% | +9.5% | -20.4% | -13.9% |
| 6M | -19.7% | +6.5% | -26.1% | -21.8% |
| YTD | -20.6% | +18.4% | -39.0% | -25.6% |
| 1Y | -42.4% | +4.2% | -46.6% | -44.0% |
| 3Y | -26.5% | +57.1% | -83.6% | -40.7% |
| All | -26.5% | +56.7% | -83.2% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling