+98.6%
DOCU vs LEN
+94.5%
+4.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -3.2% | +7.2% | -10.4% | -5.9% |
| 30D | +15.7% | +19.1% | -3.4% | +7.9% |
| 3M | +37.3% | +4.9% | +32.4% | +33.6% |
| 6M | +63.1% | +7.6% | +55.5% | +56.0% |
| YTD | +15.4% | -8.9% | +24.3% | +15.6% |
| 1Y | +11.3% | -22.7% | +34.0% | +18.8% |
| 3Y | +92.1% | -16.8% | +108.9% | +90.2% |
| 5Y | -70.5% | -1.4% | -69.1% | -73.4% |
| All | +98.6% | +94.5% | +4.2% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling