+17.9%
DG vs LEN
-42.7%
+60.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.5% |
| 7D | -6.3% | -7.8% | +1.5% | -4.6% |
| 30D | +2.4% | -11.0% | +13.5% | +5.1% |
| 3M | +12.4% | -12.8% | +25.2% | +15.6% |
| 6M | -14.9% | -20.2% | +5.3% | -11.7% |
| YTD | -6.1% | -23.0% | +17.0% | -1.6% |
| 1Y | +17.9% | -41.8% | +59.7% | +24.1% |
| All | +17.9% | -42.7% | +60.6% | +24.1% |
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