+3,415.1%
LEN vs DRI
+8,100.2%
-4,685.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.5% |
| 7D | +0.6% | +3.1% | -2.5% | -0.7% |
| 30D | +19.4% | +16.2% | +3.2% | +11.1% |
| 3M | +4.5% | +8.4% | -3.8% | +0.3% |
| 6M | +4.9% | +19.0% | -14.1% | -4.1% |
| YTD | -8.9% | +28.8% | -37.7% | -20.3% |
| 1Y | -23.0% | +33.1% | -56.1% | -33.7% |
| 3Y | -16.7% | +70.8% | -87.5% | -38.4% |
| 5Y | -4.5% | +74.2% | -78.7% | -30.2% |
| 10Y | +162.2% | +345.5% | -183.4% | +4.8% |
| All | +3,415.1% | +8,100.2% | -4,685.1% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling