+87.1%
DOCN vs LEN
+2.6%
+84.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +6.9% | +4.3% |
| 7D | -12.1% | +0.7% | -12.8% | -12.9% |
| 30D | -41.0% | +13.0% | -54.0% | -45.8% |
| 3M | -38.7% | +1.9% | -40.6% | -41.3% |
| 6M | -51.5% | -0.7% | -50.8% | -53.7% |
| YTD | +65.3% | -13.8% | +79.1% | +68.5% |
| 1Y | +53.9% | -28.1% | +82.0% | +75.1% |
| 3Y | +215.6% | -22.8% | +238.4% | +203.9% |
| 5Y | -26.2% | -7.4% | -18.8% | -44.4% |
| All | +87.1% | +2.6% | +84.5% | +37.2% |
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