+607.9%
DG vs LEN
+628.3%
-20.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.8% | +1.5% |
| 7D | +5.2% | +0.7% | +4.5% | +5.1% |
| 30D | +7.9% | +13.0% | -5.1% | +5.5% |
| 3M | +12.7% | +1.9% | +10.8% | +12.1% |
| 6M | +22.4% | -0.7% | +23.1% | +22.2% |
| YTD | +5.4% | -13.8% | +19.2% | +7.6% |
| 1Y | +39.4% | -28.1% | +67.5% | +46.5% |
| 3Y | +24.1% | -22.8% | +47.0% | +27.1% |
| 5Y | -32.2% | -7.4% | -24.8% | -34.1% |
| 10Y | +111.8% | +143.7% | -31.9% | +65.1% |
| All | +607.9% | +628.3% | -20.4% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling