+25.3%
DG vs LEN
-37.1%
+62.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | -3.2% | +11.6% | +9.2% |
| 30D | +4.9% | -4.9% | +9.8% | +6.1% |
| 3M | +29.3% | -8.5% | +37.8% | +31.5% |
| 6M | -11.3% | -20.7% | +9.4% | -8.4% |
| YTD | +1.8% | -17.4% | +19.2% | +5.0% |
| 1Y | +25.3% | -38.2% | +63.6% | +33.1% |
| All | +25.3% | -37.1% | +62.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling