+95.3%
DOCU vs LEN
+88.4%
+6.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.5% | -0.5% |
| 7D | -5.5% | +2.1% | -7.6% | -6.5% |
| 30D | +12.6% | +16.6% | -3.9% | +5.9% |
| 3M | +36.4% | +5.3% | +31.1% | +32.5% |
| 6M | +66.8% | -0.8% | +67.6% | +64.7% |
| YTD | +13.5% | -11.7% | +25.2% | +15.0% |
| 1Y | +11.3% | -24.6% | +35.9% | +19.8% |
| 3Y | +92.1% | -18.7% | +110.7% | +91.6% |
| 5Y | -71.0% | -4.4% | -66.6% | -73.5% |
| All | +95.3% | +88.4% | +6.9% | +46.2% |
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