+66.4%
DOCN vs LEN
+8.4%
+57.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.7% | -15.2% | -15.5% |
| 7D | -29.3% | +7.2% | -36.5% | -32.3% |
| 30D | -46.0% | +19.1% | -65.1% | -51.7% |
| 3M | -43.2% | +4.9% | -48.1% | -46.3% |
| 6M | -53.7% | +7.6% | -61.3% | -57.6% |
| YTD | +46.9% | -8.9% | +55.8% | +45.9% |
| 1Y | +54.3% | -22.7% | +77.1% | +69.0% |
| 3Y | +185.5% | -16.8% | +202.4% | +163.6% |
| 5Y | -31.1% | -1.4% | -29.7% | -49.5% |
| All | +66.4% | +8.4% | +57.9% | +18.7% |
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