-4.5%
LEN vs DRI
+76.5%
-81.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.4% |
| 7D | +0.6% | +3.1% | -2.5% | -0.9% |
| 30D | +19.4% | +16.2% | +3.2% | +10.7% |
| 3M | +4.5% | +8.4% | -3.8% | 0.0% |
| 6M | +4.9% | +19.0% | -14.1% | -4.7% |
| YTD | -8.9% | +28.8% | -37.7% | -21.2% |
| 1Y | -23.0% | +33.1% | -56.1% | -34.7% |
| 3Y | -16.7% | +70.8% | -87.5% | -42.0% |
| 5Y | -4.5% | +74.2% | -78.7% | -37.4% |
| All | -4.5% | +76.5% | -81.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling