+3,087.3%
LEN vs DRI
+7,577.6%
-4,490.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -4.9% | +3.8% | -8.7% | -6.8% |
| 3M | -8.5% | +13.0% | -21.5% | -14.0% |
| 6M | -20.7% | +8.3% | -29.0% | -24.2% |
| YTD | -17.4% | +20.6% | -38.0% | -25.3% |
| 1Y | -38.2% | +6.5% | -44.7% | -40.9% |
| 3Y | -24.9% | +53.7% | -78.6% | -41.4% |
| 5Y | -11.4% | +72.7% | -84.1% | -35.2% |
| 10Y | +110.0% | +363.2% | -253.1% | -17.8% |
| All | +3,087.3% | +7,577.6% | -4,490.4% | +416.6% |
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