+100.8%
DG vs LEN
+136.9%
-36.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.3% | -5.8% | +6.1% | +1.4% |
| 30D | +3.2% | +13.7% | -10.5% | +0.8% |
| 3M | +10.4% | -3.9% | +14.3% | +11.1% |
| 6M | +33.2% | -0.4% | +33.5% | +32.8% |
| YTD | +3.0% | -16.8% | +19.8% | +5.8% |
| 1Y | +31.2% | -29.5% | +60.7% | +38.3% |
| 3Y | +21.8% | -25.6% | +47.4% | +25.6% |
| 5Y | -35.0% | -13.2% | -21.7% | -36.3% |
| All | +100.8% | +136.9% | -36.2% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling