-47.3%
DOCS vs LEN
-21.9%
-25.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.7% | +4.3% |
| 7D | +1.2% | +10.5% | -9.2% | -1.8% |
| 30D | +21.3% | +24.6% | -3.3% | +13.4% |
| 3M | +58.4% | +6.6% | +51.8% | +54.7% |
| 6M | +39.3% | +10.6% | +28.6% | +34.6% |
| YTD | -21.7% | -8.3% | -13.4% | -25.5% |
| 1Y | -47.3% | -22.5% | -24.8% | -45.6% |
| All | -47.3% | -21.9% | -25.4% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling