+95.6%
DG vs LEN
+103.6%
-7.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.6% |
| 7D | -6.3% | -7.8% | +1.5% | -4.9% |
| 30D | +2.4% | -11.0% | +13.5% | +4.6% |
| 3M | +12.4% | -12.8% | +25.2% | +15.1% |
| 6M | -14.9% | -20.2% | +5.3% | -11.6% |
| YTD | -6.1% | -23.0% | +17.0% | -2.0% |
| 1Y | +17.9% | -41.8% | +59.7% | +28.8% |
| 3Y | +3.1% | -28.8% | +31.9% | +7.3% |
| 5Y | -38.7% | -12.6% | -26.1% | -39.8% |
| All | +95.6% | +103.6% | -7.9% | +60.9% |
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