-54.2%
DOCS vs LEN
-4.6%
-49.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.6% |
| 7D | -0.8% | +2.1% | -2.8% | -1.8% |
| 30D | +17.4% | +16.6% | +0.8% | +8.9% |
| 3M | +57.4% | +5.3% | +52.1% | +53.0% |
| 6M | +26.5% | -0.8% | +27.3% | +25.3% |
| YTD | -26.6% | -11.7% | -14.8% | -24.8% |
| 1Y | -48.1% | -24.6% | -23.5% | -42.4% |
| 3Y | +52.6% | -18.7% | +71.3% | +42.5% |
| All | -54.2% | -4.6% | -49.6% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling