-16.7%
LEN vs DRI
+70.6%
-87.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.6% |
| 7D | +0.6% | +3.1% | -2.5% | -0.4% |
| 30D | +19.4% | +16.2% | +3.2% | +13.4% |
| 3M | +4.5% | +8.4% | -3.8% | +1.4% |
| 6M | +4.9% | +19.0% | -14.1% | -1.6% |
| YTD | -8.9% | +28.8% | -37.7% | -17.1% |
| 1Y | -23.0% | +33.1% | -56.1% | -30.7% |
| 3Y | -16.7% | +70.8% | -87.5% | -34.0% |
| All | -16.7% | +70.6% | -87.3% | -34.0% |
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