+54,250.3%
DHR vs LEN
+10,125.0%
+44,125.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.4% |
| 7D | -0.8% | -2.9% | +2.1% | -0.2% |
| 30D | +0.2% | -8.9% | +9.1% | +2.1% |
| 3M | +12.1% | -10.9% | +23.0% | +14.6% |
| 6M | +5.4% | -19.7% | +25.1% | +9.9% |
| YTD | -10.0% | -20.6% | +10.6% | -6.2% |
| 1Y | +4.1% | -42.4% | +46.5% | +15.7% |
| 3Y | -5.2% | -26.5% | +21.4% | -0.9% |
| 5Y | -28.2% | -10.9% | -17.3% | -28.8% |
| 10Y | +208.4% | +100.6% | +107.8% | +144.2% |
| All | +54,250.3% | +10,125.0% | +44,125.3% | +17,187.3% |
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