+3,108.0%
LEN vs DRI
+8,033.5%
-4,925.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -8.7% | -0.3% | -8.4% | -8.6% |
| 30D | +11.6% | +10.8% | +0.7% | +6.3% |
| 3M | -1.3% | +0.9% | -2.2% | -1.8% |
| 6M | -1.4% | +16.3% | -17.8% | -8.9% |
| YTD | -16.9% | +27.8% | -44.7% | -26.9% |
| 1Y | -31.2% | +33.9% | -65.0% | -40.9% |
| 3Y | -25.6% | +67.2% | -92.8% | -44.3% |
| 5Y | -13.3% | +79.0% | -92.2% | -37.4% |
| 10Y | +138.4% | +332.2% | -193.8% | -3.2% |
| All | +3,108.0% | +8,033.5% | -4,925.5% | +405.4% |
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