-38.2%
LEN vs DGX
+33.7%
-71.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.2% | -2.3% | -0.9% | -2.3% |
| 30D | -4.9% | +0.6% | -5.4% | -5.1% |
| 3M | -8.5% | +21.4% | -29.9% | -15.2% |
| 6M | -20.7% | +14.7% | -35.4% | -25.0% |
| YTD | -17.4% | +38.4% | -55.9% | -26.6% |
| 1Y | -38.2% | +34.0% | -72.2% | -44.0% |
| All | -38.2% | +33.7% | -71.9% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling