+203.8%
DHR vs LEN
+108.0%
+95.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | -3.6% | -4.8% | +1.1% | -2.4% |
| 30D | -2.7% | -6.6% | +3.8% | -1.1% |
| 3M | +10.9% | -15.7% | +26.6% | +15.6% |
| 6M | +3.0% | -16.6% | +19.7% | +7.3% |
| YTD | -12.2% | -21.3% | +9.1% | -7.5% |
| 1Y | +3.3% | -42.0% | +45.3% | +17.3% |
| 3Y | -8.2% | -27.9% | +19.7% | -2.7% |
| 5Y | -29.9% | -10.7% | -19.2% | -30.9% |
| All | +203.8% | +108.0% | +95.8% | +150.9% |
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