+3,213.6%
LEN vs DRI
+8,070.6%
-4,857.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -6.4% | -0.7% | -5.6% | -6.0% |
| 30D | +15.6% | +14.7% | +1.0% | +8.4% |
| 3M | -0.8% | +5.4% | -6.2% | -3.5% |
| 6M | +0.4% | +18.8% | -18.5% | -8.2% |
| YTD | -14.1% | +28.4% | -42.5% | -24.7% |
| 1Y | -29.6% | +37.7% | -67.3% | -40.4% |
| 3Y | -23.1% | +68.0% | -91.1% | -42.6% |
| 5Y | -8.9% | +78.8% | -87.7% | -34.3% |
| 10Y | +146.2% | +334.2% | -187.9% | -0.3% |
| All | +3,213.6% | +8,070.6% | -4,857.0% | +420.8% |
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