+70.5%
DOCN vs LEN
+5.0%
+65.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +4.1% |
| 7D | -19.2% | +2.1% | -21.2% | -20.6% |
| 30D | -43.1% | +16.6% | -59.6% | -48.5% |
| 3M | -40.7% | +5.3% | -46.0% | -44.2% |
| 6M | -55.0% | -0.8% | -54.2% | -56.8% |
| YTD | +50.6% | -11.7% | +62.4% | +51.9% |
| 1Y | +54.0% | -24.6% | +78.6% | +70.4% |
| 3Y | +203.9% | -18.7% | +222.6% | +182.6% |
| 5Y | -29.4% | -4.4% | -24.9% | -47.4% |
| All | +70.5% | +5.0% | +65.5% | +23.6% |
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