+594.0%
DG vs LEN
+602.4%
-8.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.5% |
| 7D | -2.5% | -8.7% | +6.3% | -0.8% |
| 30D | +7.7% | +11.6% | -3.9% | +5.5% |
| 3M | +13.1% | -1.3% | +14.4% | +13.2% |
| 6M | +32.0% | -1.4% | +33.5% | +32.0% |
| YTD | +3.3% | -16.9% | +20.2% | +6.2% |
| 1Y | +31.7% | -31.2% | +62.8% | +39.5% |
| 3Y | +21.7% | -25.6% | +47.3% | +25.4% |
| 5Y | -34.7% | -13.3% | -21.5% | -35.8% |
| 10Y | +106.7% | +138.4% | -31.6% | +61.9% |
| All | +594.0% | +602.4% | -8.4% | +331.4% |
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