-37.1%
DOCS vs LEN
-2.7%
-34.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | -5.8% | +8.3% | +5.4% |
| 30D | +11.4% | +13.7% | -2.3% | +4.2% |
| 3M | +25.4% | -3.9% | +29.3% | +26.4% |
| 6M | +42.5% | -0.4% | +42.9% | +40.6% |
| YTD | -24.7% | -16.8% | -7.9% | -20.8% |
| 1Y | -32.9% | -29.5% | -3.5% | -23.0% |
| 3Y | +39.6% | -25.6% | +65.2% | +37.1% |
| 5Y | -54.6% | -13.2% | -41.4% | -63.2% |
| All | -37.1% | -2.7% | -34.4% | -50.9% |
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