-38.0%
DOCS vs LEN
+6.6%
-44.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | +7.8% | +19.4% | -11.6% | -1.5% |
| 3M | +20.0% | +4.5% | +15.4% | +16.5% |
| 6M | +26.5% | +4.9% | +21.6% | +21.9% |
| YTD | -25.8% | -8.9% | -16.9% | -25.1% |
| 1Y | -39.5% | -23.0% | -16.5% | -33.3% |
| 3Y | +60.3% | -16.7% | +77.1% | +48.7% |
| 5Y | -57.0% | -4.5% | -52.6% | -66.8% |
| All | -38.0% | +6.6% | -44.6% | -53.6% |
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