-29.8%
DHR vs LEN
-13.7%
-16.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.9% |
| 7D | -5.0% | -7.8% | +2.8% | -2.3% |
| 30D | -3.3% | -11.0% | +7.7% | +0.6% |
| 3M | +9.4% | -12.8% | +22.2% | +14.2% |
| 6M | +3.2% | -20.2% | +23.4% | +10.6% |
| YTD | -12.0% | -23.0% | +11.0% | -5.1% |
| 1Y | +4.9% | -41.8% | +46.7% | +24.7% |
| 3Y | -7.4% | -28.8% | +21.4% | -1.5% |
| 5Y | -29.8% | -12.6% | -17.2% | -35.1% |
| All | -29.8% | -13.7% | -16.1% | -35.1% |
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 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