+103.0%
LEN vs DTE
+137.8%
-34.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.0% |
| 7D | -4.8% | -2.6% | -2.2% | -3.2% |
| 30D | -6.6% | -4.4% | -2.2% | -3.9% |
| 3M | -15.7% | -8.3% | -7.3% | -10.9% |
| 6M | -16.6% | -8.1% | -8.6% | -12.4% |
| YTD | -21.3% | +4.4% | -25.8% | -24.1% |
| 1Y | -42.0% | +0.2% | -42.2% | -42.6% |
| 3Y | -27.9% | +42.6% | -70.5% | -44.7% |
| 5Y | -10.7% | +31.5% | -42.2% | -29.0% |
| All | +103.0% | +137.8% | -34.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling