+65.2%
DOCU vs LEN
+67.9%
-2.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | -4.0% | -4.8% | +0.7% | -2.3% |
| 30D | +13.0% | -6.6% | +19.6% | +15.8% |
| 3M | +47.4% | -15.7% | +63.0% | +56.7% |
| 6M | +36.8% | -16.6% | +53.4% | +44.5% |
| YTD | -4.0% | -21.3% | +17.3% | +2.5% |
| 1Y | -18.2% | -42.0% | +23.9% | -1.6% |
| 3Y | +39.7% | -27.9% | +67.6% | +47.0% |
| 5Y | -76.3% | -10.7% | -65.6% | -77.5% |
| All | +65.2% | +67.9% | -2.7% | +30.3% |
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