-51.1%
DOCS vs LEN
+0.4%
-51.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -1.3% | +7.2% | -8.5% | -4.6% |
| 30D | +19.4% | +19.1% | +0.3% | +9.6% |
| 3M | +53.4% | +4.9% | +48.5% | +49.4% |
| 6M | +28.8% | +7.6% | +21.2% | +22.6% |
| YTD | -25.1% | -8.9% | -16.2% | -24.4% |
| 1Y | -48.1% | -22.7% | -25.4% | -43.1% |
| 3Y | +51.4% | -16.8% | +68.2% | +40.3% |
| 5Y | -51.1% | -1.4% | -49.7% | -64.6% |
| All | -51.1% | +0.4% | -51.5% | -64.6% |
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 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