+9,930.9%
LEN vs DTE
+3,521.9%
+6,409.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.3% |
| 7D | -2.9% | +0.9% | -3.8% | -3.4% |
| 30D | -8.9% | -1.9% | -7.0% | -7.9% |
| 3M | -10.9% | -3.3% | -7.6% | -9.3% |
| 6M | -19.7% | -7.1% | -12.5% | -16.6% |
| YTD | -20.6% | +8.1% | -28.7% | -24.3% |
| 1Y | -42.4% | +5.3% | -47.7% | -44.4% |
| 3Y | -26.5% | +48.2% | -74.7% | -42.2% |
| 5Y | -10.9% | +33.2% | -44.2% | -26.5% |
| 10Y | +100.6% | +137.5% | -36.9% | +18.9% |
| All | +9,930.9% | +3,521.9% | +6,409.0% | +2,508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling