-32.3%
DG vs LEN
-7.9%
-24.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.0% | -6.4% | +3.4% | -1.4% |
| 30D | +8.6% | +15.6% | -7.0% | +4.9% |
| 3M | +15.0% | -0.8% | +15.8% | +14.9% |
| 6M | +32.7% | +0.4% | +32.3% | +31.8% |
| YTD | +5.5% | -14.1% | +19.6% | +8.1% |
| 1Y | +34.6% | -29.6% | +64.2% | +43.4% |
| 3Y | +24.2% | -23.1% | +47.4% | +26.7% |
| 5Y | -32.3% | -8.9% | -23.4% | -38.9% |
| All | -32.3% | -7.9% | -24.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling