-10.4%
LEN vs DGX
+66.8%
-77.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -4.8% | -0.9% | -3.9% | -4.3% |
| 30D | -6.6% | -1.2% | -5.4% | -6.0% |
| 3M | -15.7% | +15.8% | -31.4% | -21.5% |
| 6M | -16.6% | +18.2% | -34.8% | -23.3% |
| YTD | -21.3% | +37.2% | -58.5% | -32.8% |
| 1Y | -42.0% | +30.4% | -72.4% | -49.4% |
| 3Y | -27.9% | +96.7% | -124.6% | -50.2% |
| All | -10.4% | +66.8% | -77.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling